Azure Data Factory managed virtual network is designed to allow you to securely connect Azure Integration Runtime to your stores via Private Endpoint. Your data traffic between Azure Data Factory Managed Virtual Network and data stores goes through Azure Private Link which provides secured connectivity and eliminates your data exposure to the public internet.
Now we have a solution which leverages Private Link Service and Load Balancer to access on premises data stores or data stores in another virtual network from ADF managed virtual network.
To learn more about this solution, visit Tutorial - access on premises SQL Server.
You can also use this approach to access Azure SQL Database Managed Instance, see more in Tutorial - access Azure SQL Database Managed Instance.