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Yea. Its Azure Data Factory feature. So we are only wainting when this will be available in Fabric.
I am little bit surprised, that Data Factory was not moved as is. Would be interested why there is so effort to rebuild it. So now we are missing there many features we are used to use. (also event triggers as a some alternative to CDC).
Incrementally copy data using Change Data Capture - Azure Data Factory | Microsoft Learn
We plan to being ADF's CDC capabilities to Fabric as well, however, that may come a little bit later after the public preview is completed.