Why doesn't a software VPN take advantage of an already existing Direct Connect connection?

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The official sample of AWS Advanced Networking Speciality questions contains a question about the most cost-effective connection between your on-premises data centre and AWS ensuring confidentiality and integrity of the data in transit to your VPC (the question #7).

The correct answer implies establishing of the managed VPN connection between the customer gateway appliance and the virtual private gateway over the Direct Connect connection.

However one of the possible options in the list of answers offers a software VPN solution ("Set up an IPsec tunnel between your customer gateway and a software VPN on Amazon EC2 in the VPC"). The explanation why this answer is incorrect says that:

it would not take advantage of the already existing Direct Connect connection

My question is: why would not this software VPN connection take advantage of the already existing DC connection? What's the principal difference here?

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Option 1: The question is flawed.

If you built a tunnel between a customer gateway device and an EC2 instance with traffic routing through the Direct Connect interconnection, then you are quite correct -- that traffic would use the existing Direct Connect connection.

If, on the other hand, you built a tunnel from the customer gateway to an EC2 instance over the Internet, then of course that traffic would not use the Direct Connect route.

There appears to be an implicit assumption that a tunnel between a device on the customer side and an EC2 instance would necessarily traverse the Internet, and that is a flawed assumption.

There are, of course, other reasons why the native solution might be preferable to a hand-rolled one with EC2 (e.g. survival of a the complete loss of an AZ or avoidance of downtime due to eventual instance hardware failures), but that isn't part of the scenario.

Option 2. The answer is wrong for a different reason than the explanation offered.

Having written and reflected on the above, I realized there might be a much simpler explanation: "it would not take advantage of the already existing Direct Connect connection" is simply the wrong justification for rejecting this answer.

It must be rejected on procedural grounds, because of the instruction to Choose 3. Here are the other two correct answers.

A) Set up a VPC with a virtual private gateway.

C) Configure a public virtual interface on your Direct Connect connection.

You don't need to have either of these things in order to implement a roll-your-own IPSec tunnel between on-premise and EC2 over Direct Connect. A Virtual Private Gateway is the AWS side of an AWS-managed VPN, and a Public Virtual Interface is necessary to make one of those accessible from inside Direct Connect (among other things, but it is not necessary in order to access VMs inside a VPC using private IPs over Direct Connect).

I would suggest that the answer you selected may simply be incorrect, because it doesn't belong with the other two, and the explanation that is offered misses the point entirely, and the explanation is itself incorrect.