[mgmt] Fix Azure CLI install behind proxy (#5407)

Signed-off-by: Danny Allen <daall@microsoft.com>

dockers/docker-sonic-mgmt/Dockerfile.j2

@@ -97,6 +97,9 @@ RUN apt-get update                  \
     && apt-get update                                                                                              \
     && apt-get install -y docker-ce-cli
 
+# Install Azure CLI
+RUN curl -sL https://aka.ms/InstallAzureCLIDeb | bash
+
 # Install Microsoft Azure Kusto Library for Python
 RUN pip install azure-kusto-data==0.0.13 \
                 azure-kusto-ingest==0.0.13
@@ -154,10 +157,10 @@ RUN chmod go= /var/$user/.ssh -R
 RUN echo "$user ALL=(ALL) NOPASSWD:ALL" >>/etc/sudoers
 
 USER $user
-
-# Install Azure CLI
 WORKDIR /var/$user
-RUN curl -sL https://aka.ms/InstallAzureCLIDeb | sudo bash
+
+# Add az symlink for backwards compatibility
+RUN mkdir bin && ln -s /usr/bin/az bin/az
 
 # Install Virtual Environments
 RUN python -m virtualenv --system-site-packages env-201811