Explanation
Security
User must have SELECT permission on an external table to read the data. External tables access underlying Azure storage using the database scoped credential defined in data source.
Note: A database scoped credential is a record that contains the authentication information that is required to connect to a resource outside SQL Server. Most credentials include a Windows user and password.
Reference:
https://docs.microsoft.com/en-us/azure/synapse-analytics/sql/develop-tables-external-tables
https://docs.microsoft.com/en-us/sql/t-sql/statements/create-database-scoped-credential-transact-sql