Hello Maria Diana,
Welcome to the Microsoft Q&A forum.
Unfortunately, Microsoft Purview doesn't have an inbuilt feature to detect duplicate data between two registered data sources(Ex: SQL server and Azure cosmos DB)
However, there are some workarounds(as discussed in the below document) that you can use to identify duplicate data in your scenario. One approach is to use a data integration tool such as Azure Data Factory to extract data from both data sources and compare them using a data comparison tool. You can then use the results of the comparison to identify any duplicate data.
I see a similar feedback item requested in the Purview feedback channel. I suggest upvote and comment on this feedback item. All the feedback shared in this forum is actively monitored and reviewed by the engineering team, who will prioritize them accordingly based on the number of requests.
I hope this helps. Please let me know if you have any further questions.