@eddie.williams Firstly, apologies for the delay in responding here!
No, If the VM is in East US 2 region then the Disk will need to be in the same region as the VM.
If you wish you may leave your feedback here. All the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
Please let us know if you have any further queries. I’m happy to assist you further.
----------
Please do not forget to and wherever the information provided helps you, this can be beneficial to other community members.