az extension add --name azure-devops failing with SSL error

[georgejdli]

az feedback auto-generates most of the information requested below, as of CLI version 2.0.62

Describe the bug
Unable to install az cli extensions

To Reproduce
az extension add --name azure-devops

Errors:

Unable to get extension index.
Please ensure you have network connection. Error detail: HTTPSConnectionPool(host='azcliextensionsync.blob.core.windows.net', port=443): Max retries exceeded with url: /index1/index.json (Caused by SSLError(SSLError("bad handshake: Error([('SSL routines', 'tls_process_server_certificate', 'certificate verify failed')])")))

Expected behavior
Able to install az cli extensions

Environment summary

Shell Type: zsh
OS Version: macOS Catalina 10.15.7
Installer: HOMEBREW

$ az --version
azure-cli                         2.22.1

core                              2.22.1
telemetry                          1.0.6

Extensions:
interactive                        0.4.3

Python location '/usr/local/Cellar/azure-cli/2.22.1/libexec/bin/python'
Extensions directory '/Users/gl741q/.azure/cliextensions'

Python (Darwin) 3.8.9 (default, Apr  3 2021, 01:50:09)
[Clang 12.0.0 (clang-1200.0.32.29)]

Legal docs and information: aka.ms/AzureCliLegal

Additional context
I am working from behind my company's proxy. They are inserting their own self-signed cert to decrypt our traffic for inspection. I have a copy of this certificate on my computer
I have followed the instructions here: https://docs.microsoft.com/en-us/cli/azure/use-cli-effectively#work-behind-a-proxy
I have exported my company's internal certificate location on my laptop:REQUESTS_CA_BUNDLE=$HOME/certs/internal.pem
Other az commands work just fine like az login or az group list. So far I am only having issues with az extension add.

[georgejdli]

Seems like whatever is making the call to https://azcliextensionsync.blob.core.windows.net/index1/index.json isn't picking up the appropriate certificate bundle. Even when I go off of my corporate proxy I get the same SSLError

[yonzhan]

@jiasli for awareness