I was setting up the System DSN (64 bit) for my database in SQL server 2016 with Windows 10 64 bit pro. While I was asked to choose the driver to set up a data source, there
SQL Server Native client vs .NET Framework Data Provider for ODBC
It seems that for last version for SQL Server Native client, the Microsoft® SQL Server® 2012 Native Client also named as SQL Server native client 11.0. Doesn’t support new feature in SQL Server 2014 or later
Note that SNAC 11 does not support features released with SQL Server 2014 and SQL Server 2016 that were not available as part of SQL Server 2012, such as Transparent Network IP Resolution, Always Encrypted, Azure AD Authentication, Bulk Copy and Table Value Parameters.
https://blogs.msdn.microsoft.com/sqlreleaseservices/snac-lifecycle-explained/
You have to use Microsoft® ODBC Driver 11 or 13 for SQL Server to enjoy new feature in SQL Server 2014 or later