I found this connect request to add it, but it doesn't say anything about Powershell. I'm guessing it's not available yet, but can anyone confirm that?
-Randy
Azure Defender only provide the Portal way to enable the defender for Azure SQL database.
There isn't a CLI, ARM or Powershell way to add it. We can continue to vote the feedback that product team could see it and give us the answer.
The directly way to get answer is ask Azure Support, but it takes money and time. If you need, you could think about that.
HTH.