Print error messages for managed identity test

[absci]

[codecov[bot]]

Codecov Report

Merging #1392 (b9c3c61) into dev (109b8bc) will decrease coverage by 0.08%. The diff coverage is n/a.

@@            Coverage Diff             @@
##              dev    #1392      +/-   ##
==========================================
- Coverage   83.61%   83.52%   -0.09%     
==========================================
  Files          22       22              
  Lines        7853     7853              
==========================================
- Hits         6566     6559       -7     
- Misses       1287     1294       +7     

Impacted Files	Coverage Δ
...x86/php-8.0.19-src/ext/sqlsrv/shared/core_sqlsrv.h
...x86/php-8.0.19-src/ext/sqlsrv/shared/core_util.cpp
...6/x86/php-8.0.19-src/ext/pdo_sqlsrv/pdo_parser.cpp
...phpdev/vs16/x86/php-8.0.19-src/ext/sqlsrv/stmt.cpp
...s16/x86/php-8.0.19-src/ext/pdo_sqlsrv/pdo_util.cpp
...-8.0.19-src/ext/pdo_sqlsrv/shared/core_results.cpp
...s16/x86/php-8.0.19-src/ext/sqlsrv/php_sqlsrv_int.h
...phpdev/vs16/x86/php-8.0.19-src/ext/sqlsrv/util.cpp
...s16/x86/php-8.0.19-src/ext/pdo_sqlsrv/pdo_init.cpp
...php-8.0.19-src/ext/pdo_sqlsrv/php_pdo_sqlsrv_int.h
... and 34 more