Layer 2 circuit behind firewall or outside the firewall?

I'm building a Layer 2 connection between two locations through a 3rd party service provider for some specific traffic. Current the traffic is serviced by a VPN but the VPN can't keep up with the amount of data that needs to be sent. I'm fairly confident that putting the layer 2 circuit outside the firewall will be fine but I want to make sure there is not some security issue doing so that I'm just not thinking about.