External Table Not Accessible because Content of Directory Cannot be Listed

Liliam Leme troubleshoots an error when working with a serverless SQL pool in Azure Synapse Analytics:

Following this lab: Lab: Serverless Synapse – From Spark to SQL On Demand – Microsoft Tech Community

You may experience this message: 

Failed to execute the query because content of directory cannot be listed) 

This is due to an extra step required to enable the AAD to pass through the firewall on the storage.

Click through for the solution.