Currently, SQL prompt doesn't support the windows certificate store like most applications do. The only way to work around that currently is to simply trust all certificates which is inconvenient (having to set this across potentially hundreds of server connections) and a security gap.

SQL prompt should either provide an option to leverage the certificates. Currently, if a blanket trust is not provided, SSMS and SQL in general will work fine, but SQL prompt will cease to function, since the application (visual studio, SSMS) will connect correctly, but SQL prompt will not.