Fix documentation of azure configuration

[jorendorff]

There's a comment that claims this does not work, but it worked for me.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 71.48%. Comparing base (290b657) to head (bd3a2a4).
⚠️ Report is 5 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2445      +/-   ##
==========================================
+ Coverage   71.46%   71.48%   +0.01%     
==========================================
  Files          65       65              
  Lines       36270    36270              
==========================================
+ Hits        25920    25926       +6     
+ Misses      10350    10344       -6     

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