O356 backup to Azure question

Hello we are setting up to backup our O365 environment up to backup to our Microsoft Azure platform. We needed confirmation that when backing up O365 to Azure the data never travels over the internet, but only on microsofts backbone? Thus if we backed up locally to a device on our networker, would the data pass thru the internet?

https://twitter.com/Detroit_DID/status/1216804805773012995?s=20

Regards,

Ryan Moore

Backup and Recovery Enginner

AlixPartners LLP