'ReadTimeoutError' when accessing Azure Blob Storage in azure ml workspace

### Which service(blob, file, queue) does this issue concern?
Note: for package version >= 12.0.0 please post the issue here instead: https://github.com/Azure/azure-sdk-for-python/issues
for table service, please post the issue here instead: https://github.com/Azure/azure-cosmosdb-python.
blob

### Which version of the SDK was used? Please provide the output of `pip freeze`.
azureml-core==1.13.0 azureml-dataprep==2.0.1.

### What problem was encountered?
when accessing Azure Blob Storage in azure ml workspace, repetitive warnings about connection, which become bottleneck of running. The typical warning message is as the following:

urllib3.connectionpool][WARNING] - Retrying (Retry(total=2, connect=3, read=2, redirect=None, status=None)) after connection broken by 'ReadTimeoutError('HTTPSConnectionPool(host='****.blob.core.windows.net', port=443): Read timed out. (read timeout=120)',)': /azureml/ExperimentRun/...

Inputs on how to solve the issue? And is there any way to customize retry policy of access, and to increase the read timeout (currently 120) and to increase connectionpool (currently (total=2, connect=3, read=2, redirect=None, status=None))?

### Have you found a mitigation/solution?
Not yet.

Start with the reported azureml-core==1.13.0 and azureml-dataprep==2.0.1 versions and reproduce the repeated ReadTimeoutError against the Azure Blob Storage URL shown in the warning. Determine whether the retry policy, read timeout, or connection pool can be customized, and document or verify the supported behavior; no source files or tests are identified in the report.

Written by the indexing model from the issue text.