[Azure] Fix to sync NSG status while opening ports #15761

Job	Run time
python-test (3.8, tests/unit_tests)	6m 50s
python-test (3.8, tests/test_api.py)	4m 8s
python-test (3.8, tests/test_cli.py)	4m 11s
python-test (3.8, tests/test_config.py)	3m 57s
python-test (3.8, tests/test_global_user_state.py)	3m 44s
python-test (3.8, tests/test_jobs.py)	5m 0s
python-test (3.8, tests/test_list_accelerators.py)	4m 4s
python-test (3.8, tests/test_optimizer_dryruns.py)	5m 46s
python-test (3.8, tests/test_optimizer_random_dag.py)	4m 21s
python-test (3.8, tests/test_storage.py)	3m 53s
python-test (3.8, tests/test_wheels.py)	3m 57s
python-test (3.8, tests/test_jobs_and_serve.py)	3m 52s
python-test (3.8, tests/test_yaml_parser.py)	3m 44s
	57m 27s

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