Hello anonymous user and welcome to Microsoft Q&A.
In the interest of truth, I feel I must question your assertion that the connection to Managed Vnet is over a public IP. The Managed Vnet feature relies on Private Endpoints to keep all traffic inside Azure.
A Private Endpoint (not to be confused with Service Endpoint) connects the resource provider with your vnet securely. Networking is not my specialty, so I can't explain very well. It is kinda like peering, but not.
One key point when using a Managed Vnet enabled Data Factory, is to use a Managed Vnet Integration Runtime. If you use a different runtime, then it may go over public IP.