I have an Azure SQL Server (native, not inside a VM) that I connect to every day via SSMS on my local machine - Windows 10 Pro.
For the first time, I am trying to connect Excel 2016 via Data-> Get Data-> From Database -> From SQL Server Database.
From there I am asked for the Server name, followed by login credentials, which I use the exact username and password I'm using for SSMS. I get an error message that says We couldn't authenticate with the credentials provided. Please try again.
This doesn't make any sense to me. My SSMS work perfectly, and Excel is under the same IP address as SSMS which is whitelisted. Is there something else inside Excel's settings which I'm missing?
FYI, I tried the server name both with and without 1433 after it just to be sure. Same result.
Screenshots below.

