As per the default security group I see outbound internet is allowed.
Since the rules are stateful i.e if you specify an outbound security rule to any address over port 443, for example, it's not necessary to specify an inbound security rule for the response to the outbound traffic. I believe this behavior is allowing you to initiate requests from a VM in your network to your endpoint irrespective of a CognitiveServiceManagement tag added to allow inbound requests.
The security rules section from this page explains this behavior and if you try to change the Access to Deny for rule 65001 in your outbound rules your request should fail.
If an answer is helpful, please click on or upvote
which might help other community members reading this thread.