Erland Sommarskog Can you explain a little more? or share any document link. which API ?
To communicate with SQL Server, an application must use a client API. There are many such APIs in sway, and which an applicaiton would use, largely depends on what it is implemented in. A .Net application would use SqlClient, a Java application would use JDBC. An application written in C++ would use ODBC or OLE DB, and there are a few more options.
Furthermore, client APIs are not cast in stone, but they come out in new versions to keep up with new features in SQL Server and the cloud. The Authentication keyword is relatively new addition, maybe 3-4 years old. So if you are using an version of Enterprise Jenkins from, say, 2015, it is not likely that it will support AAD authentication.
In any case, as I said, you need to find a support forum for Enterprise Jenkins to have this issue resolved.