@Lavanya Krishnamurthy - Welcome to Microsoft Q&A and thanks for reaching out to us.
This feature is not currently supported by Application Insights. The only way this can work is to run some kind of collector and use the unsupported Azure Monitor exporter, but this is an unsupported way.
But if you have any further questions or clarifications, please reach out to us with more information as requested.
Hope this helps. and please feel free to reach out if you have any further questions.
Please don't forget to "Accept as Answer" and click "Yes" if the above response is helpful, so it can be beneficial to the community.