You can use this command. I have just tried it and it worked for me
az devops service-endpoint azurerm create \
--name "AzureRM-ServiceConnection" \
--azure-rm-tenant-id "" \
--azure-rm-subscription-id "" \
--azure-rm-subscription-name "" \
--azure-rm-service-principal-id "" \
--organization https://dev.azure.com/<ado-organization> \
--project ado-project
when you run the command, it would ask you to enter principal key. Just enter any value (as password). then repeat the same value then finally hit enter button.