Update nerdgraph-streaming-export.mdx

Update the steps of configuring Azure Event Hubs to communicate what retention policy is supported by Streaming Export.

Author: natharrow

src/content/docs/apis/nerdgraph/examples/nerdgraph-streaming-export.mdx

@@ -106,7 +106,8 @@ Alternatively, you can follow the Azure guide [here](https://learn.microsoft.com
 1. In the left column, click <DNT>**Event Hubs**</DNT>.
 2. Then click <DNT>**+Event Hub**</DNT> to create an Event Hub.
 3. Enter the desired Event Hub Name. Save this, as you'll need it later to create the streaming export rule.
-4. Once the Event Hub is created, click on the Event Hub.
+4. For <DNT>**Retention**</DNT>, select the <DNT>**Delete**</DNT> `Cleanup policy` and desired `Retention time (hrs)`. Please note that streaming export is currently not supported for Event Hubs with <DNT>**Compact**</DNT> retention policy.
+5. Once the Event Hub is created, click on the Event Hub.
   </Step>
   <Step>
 ### Create and attach a shared access policy [#event-hub-policy]