@Yoismel - Thanks for the question and using MS Q&A platform.
This is an excepted behaviour, when you are using ADLS gen2.
If your source data store and format meet the criteria described in this section, you can use the Copy activity to directly copy from source to Snowflake. The service checks the settings and fails the Copy activity run if the following criteria is not met:
Though Snowflake supports blob storage, Data Lake storage Gen2, General purpose v1 & v2 storages, loading data into snowflake is supported- through blob storage only.
The source linked service is Azure Blob storage with shared access signature authentication. If you want to directly copy data from Azure Data Lake Storage Gen2 in the following supported format, you can create an Azure Blob linked service with SAS authentication against your ADLS Gen2 account, to avoid using staged copy to Snowflake.
Select Azure blob storage in linked service, provide SAS URI details of Azure data lake gen2
source file.
Blob storage linked service with data lake gen2 file:
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(https://i.stack.imgur.com/vA22I.png)
For more details, refer to Copy and transform data in Snowflake using Azure Data Factory or Azure Synapse Analytics.
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