There should be CLI commands to make it easy for devs to set Azure Identity env vars

Azure Identity is being revamped to make it simpler to use and easier for developers to have consistent code between their dev and production environments without having to put secrets in their code. This aligns with the efforts around token caching and MSI.

There are docs on how developers should set various environment variables in order to apply different auth strategies. We should make sure setting these env vars is easy from he right places in the CLI.

https://github.com/Azure/azure-sdk-for-python/tree/master/sdk/identity/azure-identity#environment-variables