Back in the SQL Server 2019 days, I laid out a post which covered a really annoying bug around Windows authentication and PolyBase. The upshot is that SQL Server 2019 CU2 broke Windows authentication, meaning that you could not create external objects on a SQL Server instance while using a Windows authenticated session. In CU2, if you tried, you would get a Level 20 error which would kill your session.
Over the next several CUs, the SQL Server team improved things incrementally: first, the error that you got was a Level 16 error, so your statement would fail but the session would remain active. Then, in CU6, they made it so that if your SQL Server instance is on a server running on a domain, then you would be okay—you could create external objects while connected with a domain-authenticated Windows account.
I decided to give this a try in SQL Server 2022 RC0 and ran into some interesting results.
Click through for those results.