Sumiran Tandon makes an announcement:
We’re excited to share that customer-managed keys (CMK) for Microsoft Fabric workspaces are now available in public preview in all public regions! This expansion makes it easier for customers worldwide to meet compliance requirements and implement robust data protection strategies.
Note: This feature was released in public preview in a limited set of regions earlier this year and here’s the step-by-step guide for setup.
I personally tend not to be a stickler about customer-managed versus Microsoft-managed keys, as your data is encrypted either way. That said, I know that there are environments in which this matters a lot.