[C++][Packaging] Enable Azure Filesystem in official packages

[tobim]

Describe the enhancement requested

The pre-built binary packages that can be downloaded from artifactory via apt/dnf/yum do not include support for Azure.

I hereby request to enable Azure support similar to S3 and GCS.

Component(s)

C++

[kou]

Oh, I forgot to enable it.

[raulcd]

@kou I've seen you've pushed for this yesterday. I am going to do the feature freeze today but let me know if you close it. I am happy to add it once merged as it seems pretty isolated and I don't think it'll cause other issues.

[kou]

Thanks! I can complete this today.