No this is not possible because the workspace is not part of the virtual network and since than can not access the storage over it's private endpoint. It is all mentioned in de documentation:

https://www.databricks.com/blog/2020/02/28/securely-accessing-azure-data-sources-from-azure-databric...

So, if you are not able to integrate the workspace in to you vnet there are some workarounds. You can add a storage account to a application gateway, so it is protected from the internet but still publicly available. BUT, if you don't have an application gateway it's an expensive solution. My advice is to follow the best practices and integrated databricks into the virtual network.