More Azure SDK Components in Conan?

**Is your feature request related to a problem? Please describe.**
I am using the [Conan package manager](https://conan.io/) and would like to use some of the Azure SDK components (specifically the Azure Identity library). I found a package called `azure-sdk-for-cpp`, but when trying to use it I see it only declares components for core and a few related to storage:

```bash
-- Conan: Component target declared 'Azure::azure-core'
-- Conan: Component target declared 'Azure::azure-storage-common'
-- Conan: Component target declared 'Azure::azure-storage-blobs'
-- Conan: Component target declared 'Azure::azure-storage-files-shares'
-- Conan: Target declared 'azure-sdk-for-cpp::azure-sdk-for-cpp'
```

Is there a reason that only these components are available?

**Describe the solution you'd like**
Update the Conan package to include other pieces of the Azure SDK, or at least Azure Identity.

**Describe alternatives you've considered**
We could use VCPKG instead, but there are a lot of reasons we'd rather use Conan. The biggest one is that automated security and license scans don't really work with VCPKG.

**Additional context**
N/A

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