[Azure] Need to check whether authentication is done when users use any generated Azure cmdlets

Currently, if users do not do authentication before they run any cmdlets, we will return a confused error messages. See https://github.com/Azure/azure-powershell/issues/26183 for a real case.

Instead of we should check whether users have login in. If not, we should throw an error like **Run Connect-AzAccount to login**

Regarding to how to check whether users have login in. We may have following options.

1. Check whether there is a context through Get-AzContext
2. Check whether (Get-AzContext).Subscription.Id is null (there is a limitation for this solution, Id could be null in some cases even the users have login in.)