Added set-azcontent to managed identity example based on customer feedback (#18054)

Co-authored-by: Mike F. Robbins <[email protected]>

Author: mikefrobbins

src/Accounts/Accounts/help/Connect-AzAccount.md

@@ -165,6 +165,7 @@ you sign into Azure from a virtual machine that has an assigned MSI.
 
 ```powershell
 Connect-AzAccount -Identity
+Set-AzContext -Subscription Subscription1
 ```
 
 ```Output