Azure Route Filter
When Microsoft peering gets configured on your ExpressRoute circuit, the Microsoft Edge routers establish a pair of BGP sessions with your edge routers through your connectivity provider. No routes are advertised to your network. To enable route advertisements to your network, you must associate a route filter.
A route filter lets you identify services you want to consume through your ExpressRoute circuit's Microsoft peering. It is essentially an allowed list of all the BGP community values. Once a route filter resource gets defined and attached to an ExpressRoute circuit, all prefixes that map to the BGP community values gets advertised to your network.
To attach route filters with Microsoft 365 services, you must have authorization to consume Microsoft 365 services through ExpressRoute. If you are not authorized to consume Microsoft 365 services through ExpressRoute, the operation to attach route filters fails.[1]