To ensure high performance and low latency in addition to preventing egress charges, Synapse Link requires all resources to be located in the same region. If you have a cross-region scenario, you can:
Move the Azure resources to the same region as the environment.
Move the environment to the same region as the Azure resources by contacting Microsoft customer support.
Enable Read Access - Geo Redundant Storage (RA-GRS) on the Azure Data Lake to replicate Azure data to a near by region. More information: Read access to data in the secondary region
Use Azure Synapse pipelines or Azure Data Factory to copy data from Azure resources in one region to Azure resources in another.