'If "USE statement is not supported", for Azure Databases, how is the SSMS dropdown able to switch between DBs, how it can work?

I have some Azure databases. I regularly use Management Studio to execute some commands.

As expected, after some idle time in a query Window, the connection is lost. I connect again and use the menu dropdown to switch between databases. It works, but sometimes is very slow.

In older SQLServer versions, instead of the dropdown was pretty common to write:

    USE <database_name>

to avoid the dropdown. This is not working anymore, and fails with the following message:

USE statement is not supported to switch between databases. Use a new connection to connect to a different database.

But the dropdown works. And the dropdown is just an UI of some command, I guess. Isn't that command a "USE" statement? If not, which statement is it?

sqlsql-servertsqlssms


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