No Internet on a VM in Virtual Network

Hello,

 

I've got couple of VMs (WebApp and backend Database server) in azure. They're in the same Classic Virtual network. They can talk to each other without any problems but I cannot access internet on them. I noticed there's no gateway specified for some reason and I don't know how to create one. The only option is to set up a VPN but I really don't need it. I just need to have these vms on the same network. I found some documentation that states Virtual Networks should have an internet access by default so I don't understand what's wrong with mine. DNS is not a problem here - hosts can resolve FQDNs to IP addresses and I checked Azure DNSes are listed on the portal.

 

Any help would be greatly appreciated as I am out of ideas.

 

Thanks !!