Hello sekhemrekhutawysobekhotep,
Welcome to the MS Q&A platform.
Please correct me if my understanding is wrong. You are trying to create an Azure synapse for SQL and getting the error.
The error message indicates that the database master key is missing on the source SQL server. The Synapse Link service requires access to these keys to establishing a secure connection to the source SQL server.
Please verify that the database master key was created successfully by running the following command.
SELECT * FROM sys.symmetric_keys WHERE name LIKE '%DatabaseMasterKey%';
if the database is encrypted using TDE, you may need to enable Synapse Link on the source SQL server with the TDE option.
ALTER DATABASE <database_name> SET ENCRYPTION ON;
Then please try enabling Synapse Link again