Private endpoint resources don't use provided location/region

When deploying to a resource group that has a different region than where the resources are being created, the deployment fails when trying to create private endpoints with the following error:

{
  "code": "InvalidResourceReference",
  "message": "Resource /subscriptions/my-subscription/resourceGroups/my-rg/providers/Microsoft.Network/virtualNetworks/my-vnet referenced by resource /subscriptions/my-subscription/resourceGroups/my-rg/providers/Microsoft.Network/privateEndpoints/my-private-endpoint was not found. Please make sure that the referenced resource exists, and that both resources are in the same region.",
  "details": [
    {
      "code": "NotFound",
      "message": "Resource /subscriptions/my-subscription/resourceGroups/my-rg/providers/Microsoft.Network/virtualNetworks/my-vnet not found."
    }
  ]
}