Application Proxy - multiple datacenters

VickVega 

The closest from Microsoft I was able to find:

"Conditional Access requirements:
We do not recommend using Application Proxy for intranet access because this adds latency that will impact users. We recommend using Application Proxy with preauthentication and Conditional Access policies for remote access from the internet. An approach to provide Conditional Access for intranet use is to modernize applications so they can directly authenticate with AAD."

But if that is the case I loose the obvious benefits of having application published through Enterprise Applications portal. I need to move the users away from the applications to get the benefit.