You cannot push internet traffic via an Internet Gateway 🙁

https://learn.microsoft.com/en-us/answers/questions/1341526/azure-vpn-basic-tier-forced-tunneling

Microsoft Method of this is use a Virtual WAN Point to Site VPN which costs around 1000$ / Month

https://learn.microsoft.com/en-us/azure/virtual-wan/virtual-wan-point-to-site-portal

Or cheaper , Route your Traffic via a Network Virtual Appliance like a Fortigate VM or your On Premise Firewall via Site to Site VPN :

Configure Forced Tunneling on Azure | by Yst@IT | Medium

You will also need to create a Policy that allows SSLVPN -> Internet – ENABLE NAT on this

Routing azure vpn gateway to NVA : r/AZURE (reddit.com)

Configure forced tunneling for S2S connections – Default Site: PowerShell – Azure VPN Gateway | Microsoft Learn

BGP Azure VM route internet traffic via Site-to-Site VPN tunnel : r/AZURE (reddit.com) Routing azure vpn gateway to NVA : r/AZURE (reddit.com)