RRAS server in Azure – internet access

This question seems to have been asked before but I cannot get this to work no matter what I try. I have a Windows Server 2019 VM in Azure running RRAS. I have configured the server using SSTP and can successfully establish a tunnel between the client and RRAS server. I can ping from the client to the RRAS server, access shares, etc. on the RRAS server but not beyond. I want to force tunnel all traffic through the VPN server. Network packet captures show the client pinging and trying to connect to internet sites, but no response ever comes back from any network traffic. I have run traces on the client and server, and with Network Watcher – all show the same thing. I am using default outbound NSG rules that allow any traffic to the internet. The RRAS server itself has no problem pinging or accessing internet sites, but clients cannot access or ping the same sites. Something is blocking the outbound traffic it seems. Anyone have any ideas? Thanks in advance.