support azure blob in global sort

## Feature Request

**Is your feature request related to a problem? Please describe:**

**Describe the feature you'd like:**

currently, we only optimized global sort for s3/gcs, azure is explicitly disabled

now we have some user using azure, so we plan to support and optimize global sort on azure too

we will use this issue to track it
**Describe alternatives you've considered:**

**Teachability, Documentation, Adoption, Migration Strategy:**