DDL commands in kusto generally start with . . But the SQL Editor in Azure Data Studio is not liking it? Note that the parser is happy (no errors noted in red):
Query failed: A recognition error occurred in the query. Query could not be parsed at '.' on line [1,1]
This Azure Data Studio extension currently supports running only queries, but not control commands.
https://learn.microsoft.com/en-us/azure-data-studio/extensions/kusto-extension
you can run control commands from the ADX web interface (https://dataexplorer.azure.com)