Here’s the short version of the bug. If you are connected using a Windows authenticated account and attempt to perform a PolyBase-related action, such as creating an external data source or querying from an external table, you receive the following error:
Msg 46721, Level 20, State 1, Line 5
Login failed. The login is from an untrusted domain and cannot be used with Integrated authentication.
Because this is an error with a severity level of 20, it kills your session.
Click through for the workaround. I had hoped that this would have been fixed with CU3, but it’s still in there.