@Michael B Thanks for using Microsoft Q&A !!
Sorry for your trouble. Unfortunately you can only copy data from Office 365 into Azure Blob Storage, Azure Data Lake Storage Gen1, and Azure Data Lake Storage Gen2 in JSON format (type setOfObjects). Please refer to the documentation . Also, as mentioned in the document if you want to load Office 365 into other types of data stores or in other formats, you can chain the first copy activity with a subsequent copy activity to further load data into any of the supported ADF destination stores. Please let me know if this helps.
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