Ryan Majidimehr has an update for us:
Serverless SQL pool relies on statistics to generate an optimal query execution plan and resource allocation. Previously, you had to manually create statistics for your CSV datasets when querying with OPENROWSET to get optimal performance due to the lack of CSV auto-statistics feature. With this improvement, serverless SQL pool will automatically create statistics for CSV datasets when needed to ensure an optimal query execution plan is generated. This feature is currently enabled for OPENROWSET only.
How much performance improvement CSV statistics will bring depends on query complexity and the amount of data processed.
Click through for the full list of updates.