The problem here is apt
changed the way it verified signatures. And MS has not updated the process for Debian 12.
I found the solution on another article with Ubuntu. Use this command to properly import the signature:
curl -fsSL https://packages.microsoft.com/keys/microsoft.asc | sudo gpg --dearmor -o /usr/share/keyrings/microsoft-prod.gpg
Now, to figure out where mssql-tools are for Debian 12! Apparently mssql-tools18
nor msodbcsql18
exist. :/