Update event-hubs-capture-overview.md

Author: jaganth

articles/event-hubs/event-hubs-capture-overview.md

@@ -16,7 +16,7 @@ Azure Event Hubs enables you to automatically capture the streaming data in Even
 Event Hubs Capture enables you to process real-time and batch-based pipelines on the same stream. This means you can build solutions that grow with your needs over time. Whether you're building batch-based systems today with an eye towards future real-time processing, or you want to add an efficient cold path to an existing real-time solution, Event Hubs Capture makes working with streaming data easier.
 
 > [!IMPORTANT]
-> - The destination storage (Azure Storage or Azure Data Lake Storage) account  must be in the same subscription as the event hub.
+> - The destination storage (Azure Storage or Azure Data Lake Storage) account  must be in the same subscription as the event hub when not using managed identity for authentication.
 > - Event Hubs doesn't support capturing events in a premium storage account.
 > - Event Hubs capture supports any non-premium Azure storage account with support for block blobs.