While support for Azure Active Directory in Azure SQL Data Warehouse will now be on par with what is already found in Azure SQL Database, one minor difference is how users will connect the two.

It replaced an older approach that used the Azure Active Directory Authentication Library ... including 14 rated critical and one publicly disclosed zero-day affecting Microsoft SQL Server.

Exchange Server 2019 with Cumulative Update 2 (CU2) can help organizations rid themselves of old authentication protocols, which constitute a potential security risk.