Interactive login is required. Use 'azure login' to interactively login
Add the following commands first:
azure account downloadit will guide you to download .publishsettings file from browser which you should use for:
azure account import <downloaded file>azure account set <"name of your subscription">Azure login only works from a work or school id, which really means an AAD object (identity). If you have a Microsoft account, you can only "connect" with the azure account import command that takes a .publishsettings file that you have to download. (it's a cert file)
This is actually a feature of Azure, although I think we don't communicate well here. Turns out that everyone has a default Azure Active Directory domain that they get for free.
At a larger level, Azure has two management APIs: 1. Service management, which can be used with either work ids or Microsoft account ids, and 2. Resource management, which is the new stuff and can be used only with work or school ids, and that works only with the azure login functionality.