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Sorry, what do you mean route it directly? Maybe I didn’t clarify well enough.
My DNS is routed over the VPN but Internet traffic is routed directly. The problem is the load balancing is done based on where the DNS server is so say Google even though the traffic egresses directly to the internet bypassing the VPN it still goes to a Google DC near my home. Not all websites do this so its not always an issue.
There’s two main ways of doing geo-based load balancing:
Of course, this doesn’t matter for companies that only have one data center.