Unable to connect to Azure SQL MI from on-prem SSIS package

I am trying to connect to Azure SQL MI from on-prem SSIS package. However, I am unable to connect even with MS Oledb driver 18. I did udl connection test to Azure SQL MI from on-prem ssis server with MSOLEDBSQL driver with "ActiveDirectoryIntegrated" as Authentication and it worked.However, it does not work when trying to setup new connection manager with same connection property from visual studio. How can I connect to Azure SQL MI from on-prem SSIS using "ActiveDirectoryIntegrated" authentication?