OS Integration with Datalake

I don't know the first thing about Datalake, but the message you mention points to the following

SET NO_BROWSETABLE ON is an undocumented option performed for Remote Data Service (RDS) ActiveX Data Connector (ADC) connections to SQL Server. Enabling this option makes every SELECT statement act as though FOR BROWSE had been appended to the statement, but bypasses the temporary table that FOR BROWSE normally pipes the results through. The net effect is to add keys and timestamps to the query as hidden output columns so the client can update specific rows (updateable cursors) without separate trips to the server to pick up the meta-data and munging the query to get the appropriate columns.

As for "How are you all setting up Integrations with non-odbc connections?", I would say that it's up to your configuration of the .Net environment you're running OS in (installing drivers etc). For example, anything that https://learn.microsoft.com/en-us/dotnet/framework/data/adonet/establishing-the-connection will probably work just fine from OS rules.