Merge pull request #289262 from jlian/eg-retain-note

Added note about EG not supporting retain

Author: prmerger-automator[bot]

articles/iot-operations/connect-to-cloud/howto-configure-mqtt-endpoint.md

@@ -821,6 +821,9 @@ mqttSettings:
 
 The *retain* setting only takes effect if the dataflow uses MQTT endpoint as both source and destination. For example, in an [MQTT bridge](tutorial-mqtt-bridge.md) scenario.
 
+> [!IMPORTANT]
+> Azure Event Grid MQTT broker [currently doesn't support the retain flag](../../event-grid/mqtt-support.md#mqttv5-current-limitations). This means if you set the retain flag to `Keep` for an Event Grid MQTT broker endpoint and it's being used as a destination, the messages are rejected. To avoid this, set the retain flag to `Never` when using Event Grid MQTT broker as a destination.
+
 ### Session expiry
 
 You can set the session expiry interval for the dataflow MQTT client. The session expiry interval is the maximum time that an MQTT session is maintained if the dataflow client disconnects. The default is 3600 seconds. To configure the session expiry interval: