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Consumption SKU does support connecting to services outside azure. I have tested the calculator service at my end confirms and I don't see any issue.
You can refer to Feature based comparison of APIM tiers to know more details on what feature is supported/not supported in that tier.
As per the error message I will suggest you to troubleshoot this issue from your backend service to know why your backend service has closed the connection to APIM request.
"Error occurred while calling backend service. The request was aborted: The connection was closed unexpectedly."