Just got this answer from the support :
Regarding APIM, the reason you need to configure DNS resolution to use the private DNS zone associated with the private endpoint is because APIM uses a custom DNS domain name that is not automatically registered with the private DNS zone. By default, APIM instances use the DNS domain name "azure-api.net", which is a public domain name and not registered with the private DNS zone.
Therefore, to ensure that DNS resolution uses the private IP address of the private endpoint instead of the public IP address, you need to configure DNS resolution to use the private DNS zone and specify the private IP address of the private endpoint as the DNS server.
We apologize for any confusion that our previous email may have caused. We hope this explanation clarifies the reason behind the configuration for APIM and why it differs from the behavior of other Azure services such as storage accounts.
However, you can use the private IP address of the private endpoint instead of the FQDN. This will ensure that your traffic stays within the VNet and does not traverse the public internet.
APIM works differently from other services .
Hope it helps