@SebMel Sorry for the delay in response to your question.
When you enable Private Endpoint, requests are supposed to come over the Private Endpoint, even if you have Service Endpoints enabled on the Subnet. I would need to check with the team why the requests are not coming over Private Endpoint.
In order to troubleshoot that we will need some information like the VM id (do not share this information publicly). Alternatively, you can try disabling Service Endpoints from the Subnets, and see if it resolves the problem.
If that does not resolve the issue. I would suggest sending an email to azcommunity@microsoft.com with the information requested above and do mention in the subject line ATTN: Oury so I don't miss it.
Please let me know.
Regards,
Oury