Hi @leonfeng-5667,
Welcome to Microsoft Q&A Platform.
Thanks for posting the question. Yes, I reproduced and faced the same issue. Though it is Gen2 storage account, modifying this https://mystorage.dfs.core.windows.net/../*.parquet'
to https://mystorage.blob.core.windows.net/../*.parquet'
in COPY INTO statement is working for Parquet file.
I will work with Product team to understand the issue and will share more details with you.
Hope this helps.
Do click on "Accept Answer" and Upvote on the post that helps you, this can be beneficial to other community members.