OperationalInsightsDataClient throws exception for a cross resource query (to Application Insights)

Is it possible to use the OperationalInsightsDataClient (see https://docs.microsoft.com/en-us/dotnet/api/microsoft.azure.operationalinsights.operationalinsightsdataclient?view=azure-dotnet) for a cross resource query to Application Insights?

Even though the permissions have been set correctly for Application Insights (see https://dev.applicationinsights.io/documentation/Authorization/AAD-Application-Setup) the query throws an exception (Bad Request).

A cross resource query for another Log Analytics workspace works.

Is the cross-resource query to an Application Insights resource supported or should we try another approach ?

tnx & bye //emil.