What is the Azure ExpressRoute service?

It's a service that encrypts your data in transit.

It's a service that provides a VPN connection between on$-$premises and the Microsoft cloud.

It's a service that provides a site$-$to$-$site VPN connection between your on$-$premises network and the Microsoft cloud.

It's a service that provides a direct connection from your on$-$premises datacenter to the Microsoft cloud.