That looks like a pretty good solution, but some organizations aren't going to give developers the permission to implement something like that.
Also, not only is it a pain to connect SQL Server Management Studio (SSMS) to Databricks, but right now, it seems to also be a pain to connect Microsoft Power Apps to Databricks. I'm not a fan of Microsoft Power Apps personally, but some organizations practically mandate use of Microsoft Power Apps.
Microsoft doesn't seem to be particularly willing to help with these incompatibility issues. I think they would rather push Fabric instead of promoting Azure Databricks.
If Databricks, Inc. isn't interested in improving compatibility with Microsoft tools, they may wind up losing customers.