Databricks: support user-assigned managed identity for Azure VM auth

[sydongda]

This fixes an issue where Databricks connections could not specify a user-assigned managed identity when Airflow runs on Azure VM.

closes: #65588

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[boring-cyborg]

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[Srabasti]

Thanks for your first PR @sydongda!
Can you prek checks locally in your branch before pushing to repo, so the static checks get resolved by automation?
Remember to rebase!

[jroachgolf84]

• 1 on the prek comment. I like the approach, I'm running your tests locally now.

[jroachgolf84]

Looks good to me, just make sure to fix the static checks.

[sydongda]

Thanks a lot for your review, @Srabasti , @jroachgolf84

[boring-cyborg]

Awesome work, congrats on your first merged pull request! You are invited to check our Issue Tracker for additional contributions.