Final answer:
Azure Conditional Access is the Azure service that should be used to prompt Azure AD users with anonymous IP addresses to change their password when connecting from the Internet.
Step-by-step explanation:
To ensure Azure AD users connecting from the Internet with an anonymous IP address are prompted to change their password, you should use Azure Conditional Access. Azure Conditional Access is a service that allows you to define and enforce policies that control access to resources in your Azure AD. By configuring a policy in Azure Conditional Access, you can require users with anonymous IP addresses to change their password upon login.