AzureCliCredential fails due to Python deprecation message getting mixed with token output

[micromaomao]

• Package Name: azure-identity
• Package Version: 1.10.0
• Operating System: WSL
• Python Version: 3.6.0

Describe the bug
In https://github.com/Azure/azure-sdk-for-python/blob/main/sdk/identity/azure-identity/azure/identity/_credentials/azure_cli.py#L137, the option "stderr": subprocess.STDOUT makes check_output also include stderr in the returned string. I was trying to use this package in a container with a somewhat out-of-date python setup, which caused az account get-access-token to output some warnings to stderr:

Since _run_command's return value is parsed as JSON, this caused an exception and resulted in a somewhat confusing error message:

azure.core.exceptions.ClientAuthenticationError: DefaultAzureCredential failed to retrieve a token from the included credentials.
...

To Reproduce
(Environment-specific, but reasoning for this issue described above)

Expected behavior
AzureCliCredential should work

[micromaomao]

I haven't got to it yet but I'm happy to send in a PR to fix this... Just need to bounce my thoughts first since I'm quite new to this and haven't looked into it a lot yet:

I think we can change the stderr option of the check_output call to PIPE. This way, in case of any error, the CalledProcessError that gets thrown will have the stderr content, which we can relay in our ClientAuthenticationError exception to provide more information to the user, if something does go wrong. And in my case this will just ignore the python warning message.

Let me know if I should follow this and work on a pull request.

[tjprescott]

@micromaomao thanks for reporting this! @xiangyan99 @pvaneck could either of you take a look at this?