With prior versions of SSIS, the you couldn’t save online authentication with OData connections. If you wanted to use it, you had to wrap the messages using c# code. Now with the latest SQL 2016 update there was a nice feature that sneaked under the radar.
The OData Connection Manager now supports five modes of authentication.
Basic Authentication (with username and password)
Microsoft Dynamics AX Online (with username and password)
Microsoft Dynamics CRM Online (with username and password)
Microsoft Online Services (with username and password)
Read more here on msdn https://msdn.microsoft.com/library/dn584133.aspx
This is what the interface looks like.
It will pop up with the sign in and will save it.
This is a very exciting release.