Azure best practice #2 is to keep code and the data it needs close to each other. If the code lives in the enterprise, so should the data it frequently accesses. If the code lives in a cloud data center, that's where its data should be also--and in the same geo-location.
This best practice is simple common sense: going between the enterprise and the cloud over the Internet is not terribly fast, so you want to keep it to a minimum.
This is not an absolute rule, since you may have a perfectly legitimate reason to interconnect enterprise code with cloud data or vice-versa--but you should avoid this kind of cross-traffic when it isn't necessary.
You can use the affinity group setting in the Azure portal to ensure related hosting and storage projects are running in the same geo-location.
Example: you have a cloud-hosted web site and you need to store user profile data. The best location for that user profile data is cloud storage.