I had no idea what the answer would be, as I don't use ADF (yet?)
But I made an optimistic choice, hoping it would be the same syntax as T-SQL. No such luck.
So if I have a typical CASE statement from T-SQL with 4 choices plus a default (the ELSE), I would have to write 4 embedded CASE statements to accomplish the task in ADF? Seems like you're taking a (giant) step backward to me, Microsoft.