AD Passthrough authentication failing on Synapse Analytics Serverless Pool

This is regarding the access issue that I am facing in reading the data residing in ADLS Gen-2 from Synapse Analytics Serverless Pool.

1. I have full access on Synapse Studio
2. I have "Storage Blob Data Contributor" on the container/folder where my parquet file is residing

While I try to below SQL ( with right ADLS name along with folder/container details)

SELECT TOP 100 * FROM OPENROWSET( BULK 'https://.dfs.core.windows.net/<container_name>////2009/DIM_INFO_2009.parquet', FORMAT='PARQUET' ) AS [result]

I get below message -

File 'https://.dfs.core.windows.net/<container_name>////2009/DIM_INFO_2009.parquet' cannot be opened because it does not exist or it is used by another process.

When I try the same scenario by creating the external table ( which points to the same parquet file) and uses MANAGED IDENTITY as credentials - the results are being displayed as expected.

So - I am wondering, what is causing this issue - when I try to run the SQL and make the results get displayed. I was hoping with having Storage Blob Data Contributor - it should allow me to access the data on ADLS from Synapse Studio Serverless Pool.

Any hints on what might be causing this issue ?