Now that I have your attention with a powerful title how about some context? It is quite common to get this error message when trying to connect to your Azure SQL Database which obviously resides on a “logical” SQL Server.
This command only applies to Azure SQL Database, at a high level it empties the database authentication cache for logins and firewall rules for the current USER database.
Setting up AD authentication with Azure SQL Database sounds simple, it is assuming you plan carefully. I did run into issues but once rectified it felt great using AD authentication in Azure rather than just SQL logins.