We are also using Dynamics Online and configured Azure Synapse to dump Dynamics data to synapse data lake and then using SSIS bring data to On-premise DB. Which is working great so far. In the past there was some differences on how many entity available through synapse and such ...but slowly Microsoft is bringing more and more entity available. Still tables like StringMap and such metadata is not available, but using WebAPI, it is available. We were able to replace most on-premise PowerBI-integration with on-premise to cloud successfully. Initially, when you configure Synapse, there is window of time period to let everything sync, but later on it is smooth ride. Also there is no troubleshooting ways for synapse links, so if you wants to Resync then basically, unlink and relink synapse.
Configuring Synapse Link is very plug and play model....usually Admin with all Azure Tenant Global Administrator rights can configure most part. Bringing your Dataverse data to Azure Synapse – Allan De Castro's Power Platform NotebookCreate an Azure Synapse Link for Dataverse with Azure Data Lake - Power Apps | Microsoft DocsCreate an Azure Synapse Link for Dataverse with your Azure Synapse Workspace - Power Apps | Microsoft Docs
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