@HectorUlloa-7826 - This functionality is currently not generally available. Please up-vote and comment upon the following UserVoice entry: Allow master/master replication with on prem server with for channel
The scenario outlined in the feature request is not exact but, if you request replication with on-premise to have three configurable states (Azure/On-Premise): REPLICA/MASTER (current), MASTER/REPLICA (your request), and MASTER/MASTER (what is being requested by the linked UserVoice feature request).
The requests are reviewed by the product group and if they need additional information, they will request it.
Regards,
Mike