After upgrading to SQL Server 2019 Cumulative Update 16 (CU16), you can see an error message like "adutil not found" when using the mssql-conf tool for Azure Active Directory (AD) operations.
Cumulative update information
This problem is a known issue only seen in the following cumulative update for SQL Server:
Note This issue will be fixed in the later SQL Server cumulative updates. As a workaround, you can install the adutil tool on the current system using the system package manager by following the instructions at aka.ms/install-adutil.
Each new cumulative update for SQL Server contains all the hotfixes and security fixes that were in the previous build. We recommend that you install the latest build for your version of SQL Server:
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Learn about the terminology that Microsoft uses to describe software updates.