OCP 4 Installation failing on Azure due to missing resources

Issue

• Installing OpenShift on Azure platform (IPI) fails with authorization errors:

  The client '<system_assigned_identity>' with object id '<system_assigned_identity>' does not have authorization to perform action 
  

• Several Azure components (loadbalancer, privateIP, ...) are not created while installing OpenShift 4.x:

  "Error syncing load balancer: failed to ensure load balancer
  

• The OpenShift installation process uses a system-assigned identity instead of the user-assigned identity created by the installer.