You can check outbound internet traffic using NSG flow logs.
https://learn.microsoft.com/en-us/azure/network-watcher/vnet-flow-logs-overview
Unfortunately, the KQL query is not possible to fetch the required data.
If you wish you may upvote the feedback in the below forum requesting this feature. All the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
https://feedback.azure.com/d365community/idea/ef6fe1c6-8426-ec11-b6e6-000d3a4f0789