Expressgateway security

My work is looking at putting encryption across our HQ to MPLS to expressgateway to Azure Tennant network link.

MS says encryption isn't necessary, that it is inherently secure/private, yet they are working on providing an encrypted expressgateway in the future.

We do not secure any other facility to facility WAN links, using MPLS.

Is expressgateway as "secure" as MPLS, knowing MPLS is more private than secure? Is the any security concerns with expressgateway? (I Google search and get mostly marketing crap)

Thanks in advance for your assistance.