PowerBI Gateway - Add Azure SQL Database as a datasource connection type
We're using PBI gateways to secure traffic / queries to Azure SQL Database. We are doing this by deploying the gateway on a VM in Azure, restricting access to the DB to sources on that Virtual Network with a VNET firewall rule. So, PBI datasources that use this Azure SQL DB have to run through the gateway.
The PBI gateway currently only allows a "SQL Server" connection type which is limited in a few ways: 1) Windows Auth doesn't work in this scenario - not supported, Azure SQL isn't part of the domain even though we can add add AAD users who have been replicated as DB users in Azure SQL 2) Traditional SQL connections can't support authenticating with an Azure Service Principal - many other services (Data Factory, etc.) support this authentication model.
So, the ask is to please consider adding a new data source type "Azure SQL" which would support authenticating with an AAD App / Service Principal. This would allow us a more cloud-friendly authentication option (better than typical SQL credentials username/password) when securing our Azure SQL Database datasources in this way. Even better, allow the configuration of these credentials to ready from KeyVault as an optional configuration setting.