As is Discussed Here, ExpressRoutes are terminated at a co-location facility. They should not be affected by datacenter outages, as long as the outage reason is within the datacenter itself. Azure uses as much resiliency and redundancy as possible within its network.
Creating connections to multiple datacenter regions within the Geopolitical region can give you additional resiliency in the event of a datacenter outage, but you still have the single point of failure of the ExpressRoute itself and the co-location facility.
Source: Microsoft Learn