No activity log registered for DENY policy when creating Azure Synapse Workspace using az workspace create

### Describe the bug

When the customer tries to create an Azure Synapse Workspace using this Azure CLI command:
'az synapse workspace create'
link:https://learn.microsoft.com/en-us/cli/azure/synapse/workspace?view=azure-cli-latest#az-synapse-workspace-create

they get denied by Azure policy, but the activity log doesn't show this deny policy message.
The customer relies on this logged message to allow customers to ask for an exemption, but due to this log missing, they can't. It happens irrespective of the DENY policy that is assigned.

Please check out the screenshot.
When they use an arm template, Bicep or Azure portal to deploy Azure Synapse, the deny policy message gets logged in the Activity Log in the portal.

It only has this wrong behavior when using the Azure CLI command.

Screenshot:

### Related command

az synapse workspace create

### Errors

When the customer tries to create an Azure Synapse Workspace using this Azure CLI command:
'az synapse workspace create'
link:https://learn.microsoft.com/en-us/cli/azure/synapse/workspace?view=azure-cli-latest#az-synapse-workspace-create

they get denied by Azure policy, but the activity log doesn't show this deny policy message.
The customer relies on this logged message to allow customers to ask for an exemption, but due to this log missing, they can't. It happens irrespective of the DENY policy that is assigned.

### Issue script & Debug output

-

### Expected behavior

deployment works and acivity logs in Azure show relevant logging information

### Environment Summary

azure-cli (latest)

### Additional context

_No response_