Currently, the tested azure cli version from QE side is 2.38.0, but in doc "Installing a cluster on Azure using ARM templates", it describes 2.2.0, which is too old.
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You downloaded the Azure CLI and installed it on your computer. See Install the Azure CLI in the Azure documentation. The documentation below was last tested using version 2.2.0 of the Azure CLI. Azure CLI commands might perform differently based on the version you use.
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Suggest to update version from 2.2.0 to 2.38.0.

https://docs.openshift.com/container-platform/4.12/installing/installing_azure/installing-azure-user-infra.html#prerequisites

Always

Need to update in doc on all supported release