Explanation
The contents of your key vault are replicated within the region and to a secondary region at least 150 miles away but within the same geography. This maintains high durability of your keys and secrets. See the Azure paired regions document for details on specific region pairs.
Example: Secrets that must be shared by your application in both Europe West and Europe North. Minimize these as much as you can. Put these in a key vault in either of the two regions. Use the same URI from both regions. Microsoft will fail over the Key Vault service internally.
Reference:
https://docs.microsoft.com/en-us/azure/key-vault/general/disaster-recovery-guidance