{Auth} Provide GitHub issue links for DPAPI errors

[jiasli]

Description

We see users constantly creating duplicated issues of

• az login fails: OSError: [WinError 0] #20278
• az login fails: OSError: [WinError -2146893813] #20231
• az login fails: OSError: [WinError -2146892987] #21010

But the root cause for these issues remains unknown.

msal-extensions has made these errors catch-able in AzureAD/microsoft-authentication-extensions-for-python#108, but since azure-identity has pinned dependency msal-extensions~=0.3.0, it is not possible for Azure CLI to use the latest msal-extensions which contains that improvement (Azure/azure-sdk-for-python#23927). the dependency on azure-identity is removed by #22124.

Testing Guide

Raise an OSError at https://github.com/AzureAD/microsoft-authentication-extensions-for-python/blob/1.0.0/msal_extensions/windows.py#L108

        err_code = -2146893813
        raise OSError(None, _err_description.get(err_code, ''), None, err_code)

This will produce an error message like

Decryption failed: [WinError -2146893813] Key not valid for use in specified state.. App developer may consider this guidance: https://github.com/AzureAD/microsoft-authentication-extensions-for-python/wiki/PersistenceDecryptionError
Please report to us via Github: https://github.com/Azure/azure-cli/issues/20231

[yonzhan]

Auth

[jiasli]

Several small blemishes of msal-extensions error messages are refined by AzureAD/microsoft-authentication-extensions-for-python#113.