This is a "why" question, not a "how" question....
SMB is known to have issues with security (MAJOR ones). Azure has multiple ways to avoid using 445 over the open internet....
This leads to a repeated question of WHY is that method shown on the connect page with high visibility (hey just copy/paste this)...
"Does Microsoft NOT understand the importance of Security? Where else may common actions with Azure be Promoted that are High Risk?
Hopefully someone from the Azure Team can provide a link to something "official" (i.e. posted on a sub-site of Microsoft.com) to be able to refer these customers to...
ps: At least three companies have decided to go elsewhere because of this (again, not the actual problem, but the inability to understand WHY Microsoft has taken such an approach).
Moving discussion to Microsoft Reconnect, because this has become cluttered with comments about SMB and VPN rather than just why a page was layed out the way it was, with an explanation existing as publicly referenceable Microsoft documentation on the design of the page (e.g. we put paragraph #2 before paragraph #3 because....")