[Feature Request] Help message should show a link to the underlying REST API

[jiasli]

Related command

Is your feature request related to a problem? Please describe.
Azure CLI internally calls REST APIs to do its job. However, the Azure CLI documentation (both in-tool and online) lacks the information of which REST APIs are called. This can only be retrieved by inspecting the --debug log.

Showing a link to the under API is helpful to tell:

1. The output JSON format (no response format for cli calls anywhere in the docs #17332)
2. The permission required to call this API (No permission clarification for az ad commands #22362)

Describe the solution you'd like
Help message should show a link to the underlying REST API.

Describe alternatives you've considered
Document the output JSON format and required permission, but it is very hard to maintain and synchronize with the underlying API.

Additional context

[yonzhan]

Feature Request