When creating a linked server on Azure Managed Instance, you are only able to use the SQL provider (driver) to connect to Azure SQL Database, SQL Server, Azure Synapse, SQL serverless or Azure SQL Managed Instance. This is explained here and here.
You cannot install other providers on Azure Managed Instance. It is a limitation. To have more information about limitations of linked servers on Azure Managed Instances please click here.
My suggestion is to use a SQL Server IaaS VM instead if linked servers are important .