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As documented here you must use BGP to advertise on-premises routes to the Microsoft Edge router. You can't specify a virtual network gateway created as type ExpressRoute in a user-defined route because with ExpressRoute, you must use BGP for custom routes.
This User Defined Route from your screenshot above is not supported.
You must use BGP to advertise on-premises routes to the Microsoft Edge router. You can't create user-defined routes to force traffic to the ExpressRoute virtual network gateway if you deploy a virtual network gateway deployed as type: ExpressRoute. In this case you will have to advertise a route with the 0.0.0.0/0 prefix via BGP.
As documented here default routes are permitted only on Azure private peering sessions. In such a case, ExpressRoute routes all traffic from the associated virtual networks to your network.
Just an FYI Advertising default routes will break Windows and other VM license activation. For information about a work around, see use user defined routes to enable KMS activation.
Hope this helps! Please let me know if you have any additional questions. Thank you!
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