Thanks for reaching here! I also see similar query here: https://learn.microsoft.com/en-us/answers/questions/1288857/how-to-connect-to-storage-account-of-different-sub
As mentioned in this document that Managed identity is only supported within the same subscription and tenant.
For other business needs, the suggestion option is using storage connection string or copy the data to a storage account within the same subscription.
Having said that suggest you share your feedback on Uservoice - All of the feedback, you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
Additionally, users with a similar request can up-vote you post and add their comments.
Please let us know if further query or issue remains.