NOT NULL is not allowed for external table columns in Azure Synapase

Question

I am creating an external table in Azure Synapse. My data is in the parquet format and sits in the data lake.

Creating a table called "test"

> IF NOT EXISTS (SELECT * FROM sys.external_file_formats WHERE name = 'SynapseParquetFormat')
CREATE EXTERNAL FILE FORMAT [SynapseParquetFormat]
WITH ( FORMAT_TYPE = PARQUET)
GO

IF NOT EXISTS (SELECT * FROM sys.external_data_sources WHERE name = 'sandboxs2345_dfs_core_windows_net')
CREATE EXTERNAL DATA SOURCE [sandboxs2345_dfs_core_windows_net]
WITH (
LOCATION = 'abfss://jobsnumber@sandboxs2345.dfs.core.windows.net'
)
GO

CREATE EXTERNAL TABLE [test] (
[Name] nvarchar(4000),
[JobNo] nvarchar(4000) PRIMARY KEY
)
WITH (
LOCATION = 'New/update.parquet',
DATA_SOURCE = [sandboxs2345_dfs_core_windows_net],
FILE_FORMAT = [SynapseParquetFormat]
)
GO

SELECT TOP 100 * FROM [dbo].[test]
GO

I have two columns called Name & JobNo. I wanted to make JobNo a Primary Key. I am getting the below error when I am trying to run the above query

NOT NULL is not allowed for external table columns.

Can anyone advise what would be the issue?