I am getting this error message when trying to use Polybase + Enabling Staging Blob Storage to pull data from Azure SQL to Azure DW Database.
Managed Service Identity has not been enabled on this server. Please enable Managed Service Identity and try again.
I've tried to create a Managed Identity user assigning it to a web service and giving it permission linking this user to a AAD Group that has owner permission in the database, but it doesn't work.
First, logon in Azure PowerShell with your username/password . Secondly, run the following command to assign your DB DataWarehouse Server.
Set-AzSqlServer -ResourceGroup -ServerName -AssignIdentity