[Azure] Speed up the provisioning of Azure

[Michaelvll]

Provisioning clusters on Azure is very slow, causing productivity reduction for our users.

Single node

multitime -n 5 sky launch --cloud azure -y
            Mean        Std.Dev.    Min         Median      Max
real        349.754     16.937      340.393     341.142     383.573
user        12.661      0.655       12.089      12.181      13.684
sys         3.166       0.106       3.043       3.126       3.336

Terminating a single Azure cluster:

real    4m5.830s
user    0m3.807s
sys     0m0.699s

Single-node on existing cluster

multitime -n 5 sky launch -c test-azure-skip-deploy --cloud azure --cpus 2 -y
            Mean        Std.Dev.    Min         Median      Max
real        165.569     2.883       162.773     164.129     170.706     
user        14.818      0.762       14.117      14.335      15.836      
sys         1.991       0.106       1.864       1.986       2.146 

Multi-node

multitime -n 5 sky launch --cloud azure -y --cpus 2 --num-nodes 2
            Mean        Std.Dev.    Min         Median      Max
real        675.560     12.690      663.775     673.156     699.469
user        27.679      0.838       26.267      27.589      28.800
sys         6.568       0.160       6.406       6.550       6.868

[romilbhardwaj]

Can be closed with #3704 and #3697.