Mlflow tracing not working

**Describe the bug**
When trying to use the tracing features of mlflow in AzureML:

https://mlflow.org/docs/latest/tracing/

There is an error on the client side:

mlflow.tracking.client: Failed to start trace AsyncCompletions: API request to endpoint /api/2.0/mlflow/traces failed with error code 403 != 200. Response body

**To Reproduce**
Steps to reproduce the behavior:
1. You just need to setup mlflow as usual with the right tracking uri.
2. Add the line: mlflow.openai.autolog()

**Expected behavior**
It shouldn't crash the code as autolog is quite standard, even if tracing isn't supported, it should at the very least save the traces somewhere.