I have been through this and spoke with our AM at Databricks. While in some analysis you'll see the VM costs exposed. They are hidden in the Azure Subscription costs screen as they are part of one of the higher order costs. Those being SQL Warehouse or Serverless which is running pipelines. depending on the usage. If it is SQL Warehouse or Serverless for pipelines you don't need to concern yourself with them unless you want to tag and distribute internal bills for pipelines and costs, Beware if you're pulling costs from the Azure API for Databricks, you can see some anomalies. I have seen them from someone else's work, however, I haven't had time as of yet to drill into how they got the erroneous results.

Have you got the Databricks costs dashboard running?