OSError: Timeout error on Windows from AzureMLCluster

I was trying to introduce students to dask-cloudprovider today, and hit a few issues (e.g. #145). One was that most (maybe all) my window users got this timeout:


when running this code:

```python
amlcluster = AzureMLCluster(
ws,
vm_size="Standard_DS11_v2", # Azure VM size for the Compute Target. This VM has only 2 CPUs.
datastores=ws.datastores.values(), # Azure ML Datastores to mount on the headnode
environment_definition=ws.environments[
"AzureML-Dask-CPU"
], # Azure ML Environment to run on the cluster
jupyter=True, # Flag to start JupyterLab session on the headnode
scheduler_idle_timeout=7200, # scheduler idle timeout in seconds
initial_node_count=3, # Number of cores to start with.
# We only use 3 to stay below 6 CPUs quota of student accounts
)
```

Again, windows only... any thoughts?