[Azure] Avoid azure reconfig everytime, speed up launch by up to 5.8x #15137

Job	Run time
python-test (3.8, tests/unit_tests)	6m 2s
python-test (3.8, tests/test_api.py)	3m 20s
python-test (3.8, tests/test_cli.py)	3m 38s
python-test (3.8, tests/test_config.py)	3m 15s
python-test (3.8, tests/test_global_user_state.py)	3m 12s
python-test (3.8, tests/test_jobs.py)	4m 5s
python-test (3.8, tests/test_list_accelerators.py)	3m 34s
python-test (3.8, tests/test_optimizer_dryruns.py)	5m 27s
python-test (3.8, tests/test_optimizer_random_dag.py)	4m 0s
python-test (3.8, tests/test_storage.py)	3m 21s
python-test (3.8, tests/test_wheels.py)	3m 14s
python-test (3.8, tests/test_jobs_and_serve.py)	3m 18s
python-test (3.8, tests/test_yaml_parser.py)	3m 20s
	49m 46s

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