Cross-database queries for live databases

Within Fabric SQL databases you can cross-database query in the warehouse connection.

However cross-database querying from one live SQL database to another is not possible.

It would be great to have this possibility with 3-part names: select* from [sqldatabase].[dbo].[table_A] 

By getting this migrating from on-prem SQL server or an Azure managed instance to Fabric will be easier.