Solution
This is expected behavior because multiple SQL statements are not allowed by default. There are two workarounds to solve this issue:
1. Separate the SQL query for each SQL statement.
2. Enable the "Allow multiple statements" option under the OLE DB Provider for OBDC Drivers properties. Below is an example of where you can locate it in Windows' ODBC Data Sources (32-bit) or ODBC Data Sources (64-bit).