But of course it does provide an additional layer of security that indeed could have reduced the likelihood of this issue being exploited.
For me, the core of the discovered issue was that applications intended purely for use by internal MS staff were discoverable and attackable by anyone on the Internet, and some of those applications had a mis-configuration that allowed them to be attacked.
If all those applications had been behind a decently configured VPN service which required MFA, any attacker who wanted to exploit them would first need access to that VPN, which is another hurdle to cross and would reduce the chance of exploitation.
With a target like MS (and indeed most targets of any value) you shouldn't rely solely on the security provided by a VPN, but it can provide another layer of defence.
For me the question should be, "is the additional security provided by the VPN layer justified against the costs of managing it, and potentially the additional attack surface introduced with the VPN".
I work at a corporate that uses FortiNet. Not just VPN but for AV and web filtering. It aggregates traffic together, increases the attack surface and makes us vulnerable to zero day attacks. All to protect sensitive data that is almost entirely composed of connections of Microsoft software to Microsoft servers. And using all the normal SSO/authorisation stuff. It probably is required from a compliance perspective, but just seems like a massive tradeoff for security .