There are differing reasons for cross cloud connectivity such as cost implications, ease of management, vendor lock in, regional availability etc. Azure Network Security tools may be applicable for resources domiciled in a non-Azure cloud environment.
Azure Application Gateway and WAF may be used to publish and secure non azure applications (on-prem or other third-party clouds). You can also do a redirection (HTTP to HTTPS) to ensure all communications between the application and its users occur over a secured path. In this blog, we'll show you how to do this with an app in AWS.