Either added the symbology layer .Lryx to the map first or just a file path to the Apply Symbology tool both will cause the Azure SQL connection broken after the tool ran.
The tool would successfully, loaded the symbology to the layer but the layer became ! marked that In Catalogue .sde also also lost connection. Attempt to establish a new connection would also not work unless re-start ArcGIS Pro project.
Work-Around:
Change data source of the Lyrx layer to layer in Azure SQL SDE.
The lyrx are from the identical copy of the FGDB. It can apply to the FGDB using Apply Symbology tool without problem.
Somehow the tool doesn't work with the EGDB/.sde layer.
