Azure AD's SaaS Application SCIM provisioning service requires internet-accessible endpoints. Your usage of the Private Link feature isn't going to play nicely with that, given the endpoint isn't internet accessible.
This feature may help, though: https://learn.microsoft.com/en-us/azure/active-directory/app-provisioning/on-premises-scim-provisioning
In a nutshell, it allows you to do SCIM provisioning via an agent (hosted on a server that IS internet accessible), which can then talk to other non-internet accessible servers on the same network. You'll have to use the generic SCIM provisioning features here and may need to customize some attribute mappings as a result, as the Databricks-tailored gallery app is only available for internet-facing instances of Databricks at this time. Beyond that, I think the on-premises provisioning feature should help here.