As per the documentation, "Environment ActiveGate needs to send monitoring data to Dynatrace. This is why Environment ActiveGate requires Internet access."
Do we need Internet access on Environment ActiveGate Server in case of Managed Setup?
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The Environment ActiveGate acts similarly to a collector, in that OneAgents will send the monitoring data to the ActivGate and then this sends it on further to the Dynatrace Cluster.
In case of Dynatrace SaaS, you need a connection to the Dynatrace Cloud (the web UI will list the IP addresses you need to be able to access, on port 443), whereas for Dynatrace Managed you will need a connection to your cluster nodes, and/or the Cluster ActiveGate (if you have one installed).
As long as the link between OneAgent -> Environment ActiveGate -> Dynatrace Cluster is available, the ActiveGate doesn't need full access to the Internet.