Cannot Add Managed Identity to Synapse Pool

Question

I am running an Azure Synapse workflow through the Synapse studio and running into this error:

{
    "errorCode": "2200",
    "message": "ErrorCode=FailedDbOperation,'Type=Microsoft.DataTransfer.Common.Shared.HybridDeliveryException,Message=Please make sure SQL DW has access to ADLS Gen2 account,Source=Microsoft.DataTransfer.ClientLibrary,''Type=System.Data.SqlClient.SqlException,Message=Managed Service Identity has not been enabled on this server. Please enable Managed Service Identity and try again.,Source=.Net SqlClient Data Provider,SqlErrorNumber=105096,Class=16,ErrorCode=-2146232060,State=1,Errors=[{Class=16,Number=105096,State=1,Message=Managed Service Identity has not been enabled on this server. Please enable Managed Service Identity and try again.,},],'",
    "failureType": "UserError",
    "target": "Copy data1",
    "details": []
}

If I go into Azure Powershell and inspect the pool, I see that this is substantiated by the null entry in Identity:

ResourceGroupName        : workspacemanagedrg-c6475066-bbe3-4c02-866c-7556d5e92e0b
ServerName               : <mydw>
Location                 : eastus2
SqlAdministratorLogin    : <myadmin>
SqlAdministratorPassword : <mypw>
ServerVersion            : 12.0
Tags                     : {}
Identity                 :
FullyQualifiedDomainName : <mydw>.database.windows.net

There are two things that are peculiar about this:

1. My Synapse workspace has a managed identity associated with it already:

2. I'm getting a permission denied when trying to run the Powershell command as documented in this question which says

Set-AzSqlServer: The client '[email protected]' with object id 'guid' has permission to perform action 'Microsoft.Sql/servers/write' on scope '/subscriptions/mysubscription/resourceGroups/myrg/providers/Microsoft.Sql/servers/mydw'; however, the access is denied because of the deny assignment with name 'c6475066-bbe2-4c03-866c-7556d5e92e9b' and Id 'c6475066bbe24c03866c7556d5e92e9b' at scope '/subscriptions/mysubscription/resourceGroups/myrg'.

I have verified that this Managed Identity does have access to my data source (ADLS Gen2) and when I test the connections in the studio, they all work.

How do I assign the managed identity from my Synapse workspace to my sql pool that I've created?