Fencing in Azure fails with an 'SSL: CERTIFICATE_VERIFY_FAILED' error.

Issue

When running fence_azure_arm to create the stonith device for a cluster hosted in Azure as described here I get an error validating the SSL certificate of management.azure.com

2023-04-05 08:03:03,724 DEBUG: Starting new HTTPS connection (1): login.microsoftonline.com:443
2023-04-05 08:03:03,890 DEBUG: https://login.microsoftonline.com:443 "POST /xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/oauth2/token HTTP/1.1" 200 1485
2023-04-05 08:03:03,899 DEBUG: Configuring retry: max_retries=4, backoff_factor=0.8, max_backoff=90
2023-04-05 08:03:03,900 DEBUG: Configuring retry: max_retries=4, backoff_factor=0.8, max_backoff=90
2023-04-05 08:03:03,931 DEBUG: Paging async iterator protocol is not available for VirtualMachinePaged
2023-04-05 08:03:03,933 DEBUG: Configuring redirects: allow=True, max=30
2023-04-05 08:03:03,933 DEBUG: Configuring request: timeout=100, verify=True, cert=None
2023-04-05 08:03:03,933 DEBUG: Configuring proxies: ''
2023-04-05 08:03:03,933 DEBUG: Evaluate proxies against ENV settings: True
2023-04-05 08:03:03,934 DEBUG: Starting new HTTPS connection (1): management.azure.com:443
2023-04-05 08:03:04,016 DEBUG: Incremented Retry for (url='/subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourceGroups/xxxxx-xxxx-x-xxxxxx-xxxx-xx/providers/Microsoft.Compute/virtualMachines?api-version=2019-03-01'): Retry(total=3, connect=4, read=4, redirect=None, status=None)
2023-04-05 08:03:04,017 WARNING: Retrying (Retry(total=3, connect=4, read=4, redirect=None, status=None)) after connection broken by 'SSLError(SSLError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:897)'),)': /subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourceGroups/xxxxx-xxxx-x-xxxxxx-xxxx-xx/providers/Microsoft.Compute/virtualMachines?api-version=2019-03-01