Unable to connect to Azure Cli from AWS EC2 (RHEL VM)

**Resource Provider**
Not Sure

**Description of Feature or Work Requested**
We are trying to connect Azure CLI from AWS EC2 instance, but it is failing.

Error - Certificate verification failed. This typically happens when using Azure CLI behind a proxy that intercepts traffic with a self-signed certificate. Please add this certificate to the trusted CA bundle. More info: https://docs.microsoft.com/cli/azure/use-cli-effectively#work-behind-a-proxy. Error detail: HTTPSConnectionPool(host='login.microsoftonline.com', port=443): Max retries exceeded with url: /common/oauth2/devicecode?api-version=1.0 (Caused by SSLError(PermissionError(13, 'Permission denied'),))

We are not using any SSL interception.

**Minimum API Version Required**
[az login debug output.txt](https://github.com/Azure/azure-cli/files/7432182/az.login.debug.output.txt)

**Swagger Link**
Not Sure

**Target Date**
28/10/2021 - 29/10/2021, issue is critical, help us to resolve asap.