In your original post you said: "I 'm trying to add a Linked Server in SSMS to a SQL Managed Instance". An SQL Managed instance runs SQL Server which is why I suggested that you should use an OLE DB provider for SQL Server.
Now you are saying that you want to connect to something completely different. In that case, you would need an OLE DB provider for that data source, and if there isn't any but there is an you would use MSDASQL + ODBC.
I am getting confused over what your setup is. Are you running an Azure SQL Managed instance, or you are you running SQL Server in an Azure VM? In the latter case, you should be able to set up the linked server with help sp_addlinkedserver. If you are running a Managed Instance, you cannot create a linked server to NetSuite, as Microsoft will not permit you install the ODBC driver.