As the document says, when configuring a Service Fabric application to use a managed identity, you must specify the PrincipalId of the identity during deployment. If this PrincipalId is omitted, the deployment process cannot associate the application with the appropriate identity, resulting in the error message you've encountered.
This happens because Service Fabric expects you to pass the PrincipalId of the Managed Identity at deployment time, but you are not passing it, so the deployment fails. As per my undestanding, you must pass the Managed Identity PrincipalId to the deployment task.
This Github repo also demonstrates the correct way to use Managed Identity in Service Fabric applications including the Key Vault integration. https://github.com/Azure-Samples/service-fabric-managed-identity
Hope it helps!
Let me know if you have any further queries!
If the information is helpful, please click "Accept Answer" and "Upvote it."