[Azure] Fix azure launch

[Michaelvll]

This PR fixes a problem introduced by #1585, which assume the zones to be a list while it can be NoneType, causing the following error during pytest tests/test_smoke.py::test_azure_start_stop. This is another evidence for the importance of #1564 ; )

  File "/home/gcpuser/skypilot/sky/utils/common_utils.py", line 239, in _record
    return f(*args, **kwargs)
  File "/home/gcpuser/skypilot/sky/backends/cloud_vm_ray_backend.py", line 1637, in provision_with_retries
    config_dict = self._retry_region_zones(
  File "/home/gcpuser/skypilot/sky/backends/cloud_vm_ray_backend.py", line 1103, in _retry_region_zones
    for zone in zones:
TypeError: 'NoneType' object is not iterable
^[[31mFailed^[[0m.
Reason: sky start -y t-azure-start-stop-c884-b5
Log: less /tmp/azure-start-stop-3h69lw1t.log

Tested (run the relevant ones):

• Relevant individual smoke tests: pytest tests/test_smoke.py::test_azure_start_stop

[WoosukKwon]

LGTM. Thanks @Michaelvll for finding and fixing this bug.