Connect to the BLOB storage via a managed identity or service principal

Posting here a feature request from a customer to see if it gets more traction and for further reference.

Due to security policies, we are not allowed to connect to a blob store via a named account. Only managed identities and service principals are allowed.

Is there any way we can connect to the BLOB storage via a managed identity or service principal? In the connection tab I don’t see this option: