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Issue with PolyBase and Cosmos DB

I found an issue with connecting to Cosmos DB from PolyBase after installing SQL Server 2019 CU2:

After upgrading to SQL Server 2019 CU2, I noticed some issues when trying to connect to a Cosmos DB collection via PolyBase. Specifically, I started getting the following error message:

Msg 105082, Level 16, State 1, Line 35
105082;Generic ODBC error: [Microsoft][MongoDBODBC] (110) Error from MongoDB Client: Server at <<my Cosmos account name>>.documents.azure.com:10255 reports wire version 2, but this version of libmongoc requires at least 3 (MongoDB 3.0) (Error Code: 15) Additional error <2>: ErrorMsg: [Microsoft][MongoDBODBC] (110) Error from MongoDB Client: Server at <<my Cosmos account name>> .documents.azure.com:10255 reports wire version 2, but this version of libmongoc requires at least 3 (MongoDB 3.0) (Error Code: 15), SqlState: HY000, NativeError: 110 .

Read on for a couple attempts at a solution and some more detail.

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