Error connecting Pentaho with Azure: "Server name cannot be determined. It must appear as the first segment of the server's dns name..."

I was creating a ETL package with Pentaho and surprisingly I got this message while connecting to SQL Azure: "Server name cannot be determined.  It must appear as the first segment of the server's dns name (servername.database.windows.net).  Some libraries do not send the server name, in which case the server name must be included as part of the user name (username@servername).  In addition, if both formats are used, the server names must match."

Reading the message closely, I decided to change the user name to a "user@servername" format, and that worked instantly.

This is unusual, given that a common SQL SERVER connection doesn't need that.

I'm using MS SQL SERVER (NATIVE) connection type (JDBC), and Pentaho 5.3.0.0-213.