Azure Storage Account - File Share as CRM library using the UNC path `\\{somesharename}.file.core.windows.net\library\`

We are using an Azure Storage Account, and a dedicate file share in a private subnet. You can connect using the UNC path to the store eg. \\{somesharename}.file.core.windows.net\library\

Using the Administration → E-mail and Documents → Documents & Reports Configuration 

When I update the location to the file share I get the following errors



Can I just script this and update that in the Custom_SysParams table - not sure what the result will be since it will bypass what is obviously a validation for a reason. 
Any advice would be greatly appreciated. 

We are using V 2022 R1