I don't know if there's some confusion there. Whilst it might be possible if the VMs are Hyper-V based, using HCX is contingent on the ability to deploy a functional service mesh. There is no way to deploy a HCX Connector & OSAM appliance into native Azure, and you don't have permissions to deploy the Connector into AVS if you somehow were able to get L2 connectivity in from Azure into AVS (single site mesh is a valid solution for OSAM).