What worked:
(1) created linked services to Azure Blob Storage and Azure Synapse Analytics
(2) created datasets for the source and the sink.
(3) created a pipeline using the ingest feature to read data from the Synapse source, stage in the blob storage, and copy the data to the Synapse sink.
What did not work:
created a data flow to read data from the Synapse source, stage in the blob storage, and copy the data to the Synapse sink. Validation worked fine. I dragged and dropped the data flow onto the pipeline canvas. Validated ok but died on debug.
Why this is confusing:
The error was "user does not have access to perform this action". However: (1) I have Contributor access and (2) my access was sufficient when I used the ingest feature.
Additional Info:
To test the access level thing, I changed the linked services from an account with contributor access to the admin. The error now changed to "please create a master key".