document async transport requirement (#6541)

sdk/identity/azure-identity/README.md

@@ -173,6 +173,12 @@ client = EventHubClient(host, event_hub_path, credential)
 ```
 
 ## Async credentials:
+This library includes a complete async API supported on Python 3.5+. To use the
+async credentials in `azure.identity.aio`, you must first install an async
+transport, such as [`aiohttp`](https://pypi.org/project/aiohttp/). See
+[azure-core documentation](https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/README.md#transport)
+for more information.
+
 This example demonstrates authenticating the asynchronous `SecretClient` from
 [`azure-keyvault-secrets`][azure_keyvault_secrets] with asynchronous credentials.
 ```py

sdk/keyvault/azure-keyvault-keys/README.md

@@ -153,10 +153,11 @@ for key in keys:
 ```
 
 ### Async operations
-Python’s [asyncio package][asyncio_package] and its two keywords `async` and `await` serves to declare, build, execute, and manage asynchronous code.
-The package supports async API on Python 3.5+ and is identical to synchronous API.
-
-The following examples provide code snippets for performing async operations in the Key Client library:
+This library includes a complete async API supported on Python 3.5+. To use it, you must
+first install an async transport, such as [`aiohttp`](https://pypi.org/project/aiohttp/).
+See
+[azure-core documentation](https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/README.md#transport)
+for more information.
 
 ### Asynchronously create a Key
 `create_rsa_key` and `create_ec_key` create RSA and elliptic curve keys in the vault, respectively.
@@ -257,7 +258,6 @@ When you submit a pull request, a CLA-bot will automatically determine whether y
 
 This project has adopted the [Microsoft Open Source Code of Conduct][code_of_conduct]. For more information see the Code of Conduct FAQ or contact [email protected] with any additional questions or comments.
 
-[asyncio_package]: https://docs.python.org/3/library/asyncio.html
 [azure_cloud_shell]: https://shell.azure.com/bash
 [azure_core_exceptions]: https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/docs/exceptions.md
 [azure_identity]: https://github.com/Azure/azure-sdk-for-python/tree/master/sdk/identity/azure-identity

sdk/keyvault/azure-keyvault-secrets/README.md

@@ -148,10 +148,11 @@ This example lists all the secrets in the specified Key Vault.
 ```
 
 ### Async operations
-Python’s [asyncio package][asyncio_package] and its two keywords `async` and `await` serves to declare, build, execute, and manage asynchronous code.
-The package supports async API on Python 3.5+ and is identical to synchronous API.
-
-The following examples provide code snippets for performing async operations in the Secret Client library:
+This library includes a complete async API supported on Python 3.5+. To use it, you must
+first install an async transport, such as [`aiohttp`](https://pypi.org/project/aiohttp/).
+See
+[azure-core documentation](https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/README.md#transport)
+for more information.
 
 ### Async create a secret
 This example creates a secret in the Key Vault with the specified optional arguments.
@@ -247,7 +248,6 @@ When you submit a pull request, a CLA-bot will automatically determine whether y
 This project has adopted the [Microsoft Open Source Code of Conduct][code_of_conduct]. For more information see the Code of Conduct FAQ or contact [email protected] with any additional questions or comments.
 
 <!-- LINKS -->
-[asyncio_package]: https://docs.python.org/3/library/asyncio.html
 [azure_cloud_shell]: https://shell.azure.com/bash
 [azure_core_exceptions]: https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/docs/exceptions.md
 [azure_identity]: https://github.com/Azure/azure-sdk-for-python/tree/master/sdk/identity/azure-identity