How did the command line where you tried to use the access token look like?
Browsing help, I did not see anything that seemed to match, so the answer may be that it is not possible.
The Github repo for go-sqlcmd is at https://github.com/microsoft/go-sqlcmd I could not find any issues related to OAuth there.
I will need to confess I don't know much about OAuth, but I know that the OLE DB driver supports an AccessToken option for connection, and I guess this is related to what you are trying to do. (But OLE DB has no relation to go-sqlcmd.)