[Reference feedback]: `az login` in firewalled environment, FQDNs required
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Description
### Type of issue
Other (describe below)
### Reference command name
`az login`
### Feedback
#### Use case
Creation of an Azure environment that handles sensitive data and minimises routes for data exfiltration.
Azure Firewall is deployed and blocks most outbound traffic.
The environment provides Azure SQL and Storage accounts with Entra authentication only - therefore the ability for users to authenticate to Entra is required, which I'm testing using `az login`.
#### Getting `az login` working
In order to get `az login` working so that users can authenticate to Entra, I've add the following service tag to the firewall allow list:
- `AzureActiveDirectory` service tag
However `az login` works part of the way and fails as it tries to retrieve tenant and subscription information:

I've found that adding the FQDN `management.azure.com` to the firewall unblocks this last step.
I've tried the same within Azure Data Studio using the 'Microsoft Entra ID - Universal with MFA Support' authentication method and that also fails without `management.azure.com` on the allow list.
However this is the whole management plane API of Azure (not just to authenticate), and I'd rather not allow access to this if it's not needed.
#### Question
Is there a way to authenticate to Entra **WITHOUT** having to add `management.azure.com` to the firewall allow list?
Thanks
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### Author
jonnyry
### Document Id
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