Azure dependency in docker image is somewhat unreasonably large

[jpambrun]

What happened + What you expected to happen

The azure dependency appears to consume 470MB of space on the docker image. I am not sure what to make of it, but it doesn't seem reasonable.

> docker run -it --rm rayproject/ray:2.39.0-py311-cpu /bin/bash
> du -d1 ~/anaconda3/lib/python3.1/site-packages | sort -nr | head 
1685704 /home/ray/anaconda3/lib/python3.1/site-packages
472524  /home/ray/anaconda3/lib/python3.1/site-packages/azure
188116  /home/ray/anaconda3/lib/python3.1/site-packages/ray
161884  /home/ray/anaconda3/lib/python3.1/site-packages/cupy
128132  /home/ray/anaconda3/lib/python3.1/site-packages/pyarrow
99376   /home/ray/anaconda3/lib/python3.1/site-packages/scipy
84644   /home/ray/anaconda3/lib/python3.1/site-packages/botocore
74700   /home/ray/anaconda3/lib/python3.1/site-packages/pandas
42584   /home/ray/anaconda3/lib/python3.1/site-packages/numpy
38992   /home/ray/anaconda3/lib/python3.1/site-packages/skimage

Versions / Dependencies

Docker image rayproject/ray:2.39.0-py311-cpu

Reproduction script

> docker run -it --rm rayproject/ray:2.39.0-py311-cpu /bin/bash
> du -d1 ~/anaconda3/lib/python3.1/site-packages | sort -nr | head 

Issue Severity

Low: It annoys or frustrates me.

[jjyao]

This should have been fixed by #48762. Azure dependencies are no longer part of the docker image.