We've solved this by adding a native code in the bundle file.
1. Locate the bnd.bnd file in your mendix runtime directory. For example mine is located at:
C:\Program Files\Mendix\6.10.3\modeler\runtemplates\deployment\run\bnd.bnd
2. Add the following line at the bottom of that file
Bundle-NativeCode: sqljdbc_auth.dll; osname=win32; processor=x86_64
3. When starting your application you might get the following error
org.apache.felix.log.LogException: org.osgi.framework.BundleException: Unresolved constraint in bundle project [124]: Native library does not exist: sqljdbc_auth.dll
at org.apache.felix.framework.Felix.resolveBundleRevision(Felix.java:3974)
at org.apache.felix.framework.Felix.startBundle(Felix.java:2037)
at org.apache.felix.framework.Felix.setActiveStartLevel(Felix.java:1291)
at org.apache.felix.framework.FrameworkStartLevelImpl.run(FrameworkStartLevelImpl.java:304)
at java.lang.Thread.run(Thread.java:745)
4. When this occurs make sure you place the sqljdbc_auth.dll in the userlib directory.