Non-Published Office 365 Directory Sync with Azure ExpressRoute

In one of my recent sessions with a customer, the customer expressed an interest in protecting their communication between Office 365 and their on-premise environment for the purposes of making their directory synchronization server traffic invisible to the outside world. This got me thinking about Azure ExpressRoute which we know can provide very fast connectivity between your on-premise environments and Azure if you are using a supported MPLS network provider.