stored the connection string in azure key vault. I added the access policy that azure purview can access the azure key vault. My connection string is : Server=tcp:imagevalidation.database.windows.net,1433;Initial Catalog=Imagevalidator;Persist Security Info=False;User ID=sqllogin;Password=xxxxxxxx;MultipleActiveResultSets=False;Encrypt=True;TrustServerCertificate=False;Connection Timeout=30;
The same connection string works fine in azure data factory. I can authenticate that database using azure key vault.