I do think it's good practice to enable caching, such that your script doesn't hit RubyGems / pip / npm / etc every time it runs.

That way at least the automation activity stays entirely within the GitHub / Azure network.

It looks like you can do that for Ruby by adding this:

https://github.com/actions/cache/blob/master/examples.md#rub...

    - uses: ruby/setup-ruby@v1
      with:
        ruby-version: 3.1
        bundler-cache: true