WSUS setup on Azure VM

I have a new WIndows server 2022 server AZure VM, I am installing WSUS on this server and when I get to the setup wizard section "connect to upstream server" I choose "start connecting" and it has been connecting for over an hour. Is this expected? Is there something in Azure VM world that is preventing this connection. It is using a MS SQL that is on-prem , the SUSDB was created during install and AZure and on-prem are connected over a VPN tunnel.

This eventually completed just took almost 4 hours.