If I have an external table defined of type ADL ,I can either specify connection string authentication either using storage key or user assigned managed identity. If I decide to go ahead with the managed identity approach, is there any performance degradation of this over using storage keys specifically with respect to export command ? I think it should not make any difference since only authentication method is changing , but just wanted to confirm that
You are right, no performance difference is expected, regardless of the authentication type you choose.