Thank you for reaching out.
Can you please share a rough network diagram of your network and plot the sub-optimal path the traffic can take?
Meanwhile based on my understanding of your question above. Based on the FAQ here The current behavior is to prefer the ExpressRoute circuit path over hub-to-hub for VNet-to-VNet connectivity. The express route circuit path will preferred over MPLS-WAN Network between the two regions.
You can also go through this documentation to understand how to prevent sub-optimal routing in Azure Express Route https://video2.skills-academy.com/en-us/azure/expressroute/expressroute-optimize-routing
Thank you!