Exposing SQL Server database to internet
what I’m really looking to do is create offsite backups automatically


SQL Server can natively backup to Azure Blob Storage.  See Backup to URL.

But whatever offsite storage you use, the right solution is for SQL Server (or code running on the local network) to push the data out.  Not have code running elsewhere pull it out.

That way you don't need to open anything to the internet, or use a VPN.  You just need to open outbound ports, to connect to the internet.