@Juan Martin Peralta Thank you for posting your Question on Microsoft Q&A.
Linked servers in SQL Managed Instance support a limited number of targets:
Supported targets are SQL Managed Instance, SQL Database, Azure Synapse SQL serverless and dedicated pools, and SQL Server instances.
Linked server to non-SQL data sources are in the product backlog but we do not have committed plans yet.
You can open a user voice request for product request feature here
Regards,
Oury