Does Azure Synapse Link to Cosmos DB work with Managed Identity?

Does Azure Synapse Link to Cosmos DB work with Managed Identity?

I created an identity using the code below

CREATE CREDENTIAL [xavcosmosdb]
WITH IDENTITY = 'Managed Identity'
GO

When I use it as

SELECT TOP 100 *
FROM OPENROWSET(​PROVIDER = 'CosmosDB',
                CONNECTION = 'Account=xavcosmosdb;Database=myDb',
                OBJECT = 'cases',
                SERVER_CREDENTIAL = 'xavcosmosdb'
) AS [cases]

I get the following error.

Resolving CosmosDB path has failed with error 'Secret is null or empty.'.

What are the steps to use managed identity from Azure Synapse to CosmosDb?