Lazily initialize the Azure SDK client. (#4703)

[SC-40555](https://app.shortcut.com/tiledb-inc/story/40555/lazily-initialize-the-azure-sdk)

The other two cloud VFSes already lazily initialize their SDK client,
this PR does it for Azure as well.

Validated by locally running the Azure tests in Azurite.

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TYPE: IMPROVEMENT
DESC: Lazily initialize the Azure SDK client.

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Co-authored-by: KiterLuc <[email protected]>

Author: teo-tsirpanis