Python SDK has msgIDs that do not correlate with Cosmos thread storage

**Is your feature request related to a problem? Please describe.**
The customer is using BYO-thread storage on Cosmos. The thread-message-store contains all turns of the conversation. The threadID matches fine, but the id in Cosmos, which is similar to the msgID (ex. "ent_msg_TZwpfaXbb5A354JnBMt2vd3b") doesn't correlate to the msgID (ex. "msg_a4XYxSSKFTBqJJXiv2KC7U2V") we get back from the agent streaming SDK. This creates a barrier to using the data in the thread store. For instance, a user gives feedback, we can assign that to the msgID, but then we don't know which message it was associated with in thread-store.

**Describe the solution you'd like**
I would like to see the msgID from the agent SDK also recorded in the Cosmos thread store.

**Describe alternatives you've considered**
We can compare the text in the thread-store with text returned from the agent (within the correct threadID) and then build a lookup table between the IDs.

**Additional context**
I am a Microsoft employee in ISE if you need to reach me: pelasne.