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.