sqlcmd is documented to have,
-ALogs in to SQL Server with a Dedicated Administrator Connection (DAC). This kind of connection is used to troubleshoot a server. This will only work with server computers that support DAC. If DAC is not available, sqlcmd generates an error message and then exits. For more information about DAC, see Diagnostic Connection for Database Administrators. The
-Aoption is not supported with the
-Goption. When connecting to SQL Database using
-A, you must be a SQL server administrator. The DAC is not availble for an Azure Active Directory adminstrator.