Cannot connect Synapse serverless SQL pool to Power Bi

[noahcr_csap]

I am trying to connect my Synapse Serverless SQL pool to Power BI. Every time I try to connect it I get the same "error: 40 - Could not open a connection to SQL Server" message (seen below).

I have tried:

1. Downloading .pbids file and opening that in Power BI
2. Selecting Get Data -> Azure Synapse Analytics SQL -> Database Login
3. Allowing outgoing traffic on ports 1433, 443, 80 on my pc
4. Starting over and creating new resource groups, storage accounts, synapse workspaces, etc..
5. Connecting to SSMS (I get the same "error: 40" code as seen in the image above)

[lbendlin]

If you cannot connect via SSMS then the issue is not in Power BI. 

I don't like the "Named Pipes"  message - usually these connections should be done via TCP/IP.

[noahcr_csap]

How should I procede? Is there any other information I can give to find out more about this problem?