Abhishek Narain announces a pretty nice improvement to Azure Data Factory and Synapse Pipelines:
We are introducing a Script activity in pipelines that provide the ability to execute single or multiple SQL statements.
Using the script activity, you can execute common operations with Data Manipulation Language (DML), and Data Definition Language (DDL). DML statements like SELECT, UPDATE, and INSERT let users retrieve, store, modify, delete, insert and update data in the database. DDL statements like CREATE, ALTER, and DROP allow a database manager to create, modify, and remove database objects such as tables, indexes, and users.
Be sure to read the limitations at the bottom, however.