Correct. Currently no direct connector. Power BI has new preview connector, and AAS may eventually get it. So if you can migrate your model to Power BI Premium or Power BI Embedded, then you can use that one.
Otherwise consider Synapse Serverless pool as a query layer on top of your Data Lake, or Synapse SQL Dedicated SQL Pool for storing the model data.
The doc for loading Synapse from Databricks is here.