Openshift 4 Installer for Azure fails at creating rules: Error Creating/Updating Network Security Rule.

Issue

• Microsoft Azure network security groups (NSGs) allows the user to define inbound and outbound traffic filters that can be applied to each instance on a network. This allows the user to limit network traffic to each instance based on the function of the instance services and not depend on host based filtering.

• For security or compliance, your subscription administrators might assign policies that limit how resources are deployed. For example, your subscription might have a policy that prevents creating Network Security Groups in this case. The error message shows the name of the policy. To resolve this problem, review the resource policies, and determine how to deploy resources that comply with those policies.