Windows Azure is routing my brazilian VM through MIAMI servers

We've recently created a new VM in Azure's São Paulo datacenter so that latency would be lower than our East US VM. The problem is that a tracert shows the traffic being routed trough a MIAMI server!!! So latency is actually WORSE than it was when the VM was running on the East US servers...

Here is the tracert result:

Rastreando a rota para simpax.com.br [23.97.102.98] com no máximo 30 saltos:

  1     6 ms     1 ms     1 ms  192.168.1.1
  2     *        *        *     Esgotado o tempo limite do pedido.
  3    33 ms    63 ms   245 ms  c9112101.virtua.com.br [201.17.33.1]
  4    15 ms    12 ms    14 ms  c9112281.virtua.com.br [201.17.34.129]
  5    18 ms    17 ms    15 ms  embratel-T0-0-2-0-tacc01.rjo.embratel.net.br [200.209.203.33]
  6   124 ms   121 ms   142 ms  200.244.216.44
  7   119 ms   124 ms   129 ms  ebt-BP1213-intl03.mianap.embratel.net.br [200.230.220.18]
  8   121 ms   128 ms   122 ms  ae3.miami15.mia.seabone.net [195.22.199.38]
  9   237 ms   228 ms   239 ms  xe-7-0-1.sanpaolo8.spa.seabone.net [195.22.219.179]
 10   234 ms   241 ms   236 ms  microsoft-customer.sanpaolo8.spa.seabone.net [195.22.219.14]
 11   241 ms   240 ms   242 ms  ae7-0.cpq01-96cbe-1b.ntwk.msn.net [191.234.81.253]

I don't know what to do. We've already committed and already changed all DNS servers and decommissioned the US VM. We didn't anticipate that the regional traffic would be routed internationally. Since I can't get a response directly from Microsoft, I'm hoping to find someone familiar with Azure here, and perhaps this question could help others with similar issues.

I think this is totally unacceptable. It seems that Microsoft is using IP addresses that are not "officially" brazilian and, as such, the brazillian ISPs, and more importantly, EMBRATEL (the main provider of internet services in Brazil) is routing it to the US first... Microsoft has to contact them and solve this issue or they will be doing what is legally called in Brazil "False Advertisement": they sell a product claiming their servers are in Brazil so we would have lower latency while in practice the traffic is being routed internationally, so latency is even worse than using an international datacenter!

It also seems that the problem may be related to some big ISPs only. It is NOT a problem for the Azure's enduser to solve, but a Microsft problem, since it is their service quality that is at stake. Also we, small fry, have zero inlfuence to get anything from these big ISPs (NET Virtual, Oi Telemar, etc.)