Azure-Identity SDK not working in python 3.6 on windows

[qianwens]

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Describe the bug
import Azure-Identity SDK in python 3.6 on windows will throw "OSError: [Errno 22] Invalid argument". 

Error stack
  File "C:\Users\VSSADM1\AppData\Local\Temp\pip-install-u8z3aah0\azure-identity\azure\identity_init_.py", line 10, in   File "C:\Users\VSSADM1\AppData\Local\Temp\pip-install-u8z3aah0\azure-identity\azure\identity_credentials_init_.py", line 10, in
  File "C:\Users\VSSADM1\AppData\Local\Temp\pip-install-u8z3aah0\azure-identity\azure\identity_credentials\default.py", line 15, in
  File "C:\Users\VSSADM1\AppData\Local\Temp\pip-install-u8z3aah0\azure-identity\azure\identity_credentials\azure_cli.py", line 30, in
OSError: [Errno 22] Invalid argument

This is caused by an bug in python 3.6 https://github.com/home-assistant/appdaemon/issues/83 , but it still impact customer since lots of customer are using python 3.6 and Azure CLI embed python 3.6 in its MSI. This issue is blocking Azure CLI beta release.

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[lmazuel]

https://bugs.python.org/issue29097