Export capability (CETAS) for Data Virtualization in Azure SQL Managed Instance generally available

Thanks for the blog post,  I followed the steps and assigned BLOB Storage Data Contributor RBAC role  to managed identity but when I run CETAS command in SSMS I get the below error : 

Access check for 'CREATE/WRITE' operation against 'https://xyz' failed with HRESULT = '0x80072ee7'

 The error goes away as soon as I add SQL MI app resource to BLOB storage data contributor role assignment. I wonder why I need to assign the role to sql mi resource? is it because of the fact that I run CETAS in SSMS from SQL MI side? and if yes I guess that should be added to the blog post. 

Regards,