Azure ExpressRoute provides a private connection to Azure services, bypassing the public internet. It is meant for scenarios where companies require a dedicated and reliable connection between their on-premises infrastructure and their Azure environment. ExpressRoute is designed for high-throughput and secure connections, which is ideal for hybrid cloud deployments. Other services mentioned, like VPN Gateway and Azure Front Door, offer connectivity options, but not with the same level of private, dedicated connection that ExpressRoute provides. VPN Gateway establishes secure, cross-premises connectivity over the public internet. Azure Front Door is a scalable and secure entry point for web applications but not meant for extending on-premises networks to the cloud.