Q. When do I have to pay for egress traffic when I connect virtual networks together in Azure?
A. If you connect virtual networks together via the site-to-site VPN capability there are no egress charges when connecting virtual networks that are in the same Azure region which is documented at https://azure.microsoft.com/en-us/pricing/details/data-transfers/. If you connect virtual networks via ExpressRoute then currently based on my testing there are no charges for virtual networks in the same geo-political boundary or if you have ExpressRoute Premium add-on then any virtual network even across geo-political boundaries but this may change in the future.