Managed identity authentication during local development

I'm able to use the Python preview to access my SQL DB using Managed Identity authentication on a deployed function app, following the code samples in this repository (thank you!). However, I'm unable to run the function locally and access the DB, as I get the following error:

> System.Private.CoreLib: Exception while executing function: Functions.GetPieces. Microsoft.Data.SqlClient: ManagedIdentityCredential authentication unavailable. No response received from the managed identity endpoint. Azure.Core: The operation was canceled.

Here's my `local.settings.json` with my server and db redacted:
```json
{
"IsEncrypted": false,
"Values": {
"AzureWebJobsStorage": "UseDevelopmentStorage=true",
"FUNCTIONS_WORKER_RUNTIME": "python",
"SqlConnectionString": "Server=.windows.net; Database=; Authentication=Active Directory Managed Identity",
"Sp_SelectCost": "SelectProductsCost",
"ProductCost": 100,
"PYTHON_ISOLATE_WORKER_DEPENDENCIES": "1"
}
}
```

Am I missing some configuration step, or is this feature not yet available for local dev?