Run operations in parallel when possible

[ellismg]

During the code review of the monitor spike we started to discuss cases where we have to do multiple azure operations which could happen in parallel (for example, listing resources in an application that contains multiple resource groups means we'll have to call a single list call per resource group) but are done today serially.

We decided to defer this work for now, since in the common case we don't have a bunch of resource groups and hence the ability to exploit parallelism but this would be something that should be helpful which improves performance. This issue tracks that work.

See #391 (review) for more discussion.

[spboyer]

partially addressed by #6200