that specific behavior/syntax of using KQL + externaldata would be very specific to what you are querying. It might work if querying an ADX cluster, but might not work for querying log analytics, but really depends on the configuration/settins of the endpoint.
you could also possibly use the "Custom Endpoint" data source in workbooks, though then the auth starts to be the question.
If i use that specific url, https://test.blob.core.windows.net/test/todos.json
in a custom provider, the browser rejects it saying that the blob does not support CORS:
Access to XMLHttpRequest at 'https://test.blob.core.windows.net/test/todos.json' from origin 'https://ms.portal.azure.com' has been blocked by CORS policy: Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' header is present on the requested resource.
if the specific url you want to call requires some kind of auth, that gets a little bit harder both from workbook and from the externaldata operator
if you can make a query work in the logs blade or ADX tools with the externaldata syntax, it should also work inside workbooks.
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