Hi Noel Turner
Thanks for using the Q&A platform.
Currently, Azure’s built‑in ExpressRoute circuit won’t automatically advertise a “catch‑all” (0.0.0.0/0) back to your on‑prem router; ExpressRoute only exports the prefixes it learns unless you bring in a route management appliance. To get your on‑prem devices to send internet‑bound traffic to Azure.
Kindly use Azure Route Server + NVA/Firewall Integration, This will require deploying Azure Route Server into your virtual network and Peering your Azure Firewall with the Route Server over BGP.
Find https://learn.microsoft.com/en-us/azure/route-server/overview
Alternatively, you can add a static route on your on‑prem router to the ExpressRoute peer IP, and use UDRs in Azure.
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Regards,
Obinna.