The bgp peer ip configured on the local gateway is advertised back to the site router via the tunnel
Azure BGP implementation advertises a route to on-premises BGP peer IP back to the on-premises network via Azure! This should have been filtered on Azure side.
B 10.255.254.6/32 [20/0] via 10.16.1.4, 00:03:47
via 10.16.1.5, 00:03:47
10.255.254.6/32 is the loopback IP address on my VPN device.
10.16.1.4 and 10.16.1.5 are the BGP IP addresses on Azure VNET.
Ref. case: 119060721002544