@Anon4343 - Thanks for the details.
This is an excepted behaviour in Azure Databricks.
You cannot enabled private endpoint or make any changes to the storage account associated to the Azure Databricks workspace.
Reason: Azure Storage account associated by Azure Databricks even if you're owner - it's a resource managed by Databricks, and it prevents direct access to the data because it stores some system information inside storage account.
For more details, refer to https://learn.microsoft.com/en-us/azure/databricks/storage/
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