Hi,
Check Point's Cloud Security BluePrint is a conceptual "best practice" approach
with that in mind, when it comes to Azure, it can be deployed inside the same vNET or across multiple vNETs. From an architecture approach, it is preserving the same principles and thus a viable solution.
The decision whether to implement it that way or the other is up to the customer decision and depends on some factors such as organization structure, environment size & scale, locations and cost as well.
In other words, for an organization with limited cloud presence (Subscriptions, Regions, vNET's), it would probably make sense to follow the BluePrint and deploy the solution within a single vNET (I have added a diagram as an example)
hope that helps