https://github.com/openshift/installer/pull/9606 removed SystemAssignedIDs from support in the installer (pre-release), but missed some of the doc text.    

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    $ ./openshift-install explain installconfig.controlPlane.platform.azure.identity
KIND:     InstallConfig
VERSION:  v1RESOURCE: <object>
  Default: "None"
  Identity is the type of identity used for the virtual machine.
The type 'SystemAssigned' is an implicitly created identity.
The generated identity will be assigned a Subscription contributor role.
The type 'UserAssigned' is a standalone Azure resource provided by the user
and assigned to the VM
Identity can only be set for control-plane nodes.FIELDS:
    type <string> -required-
      Valid Values: "None","SystemAssigned","UserAssigned"
      Type specifies the type of identity to be used.

    Doc text and valid values do not contain "SystemAssigned"