Investigate removing Azure.AI.OpenAI dependency

[ericstj]

I heard that the latest OpenAI package supports azure endpoints by

using OpenAIClient with the Azure resource featuring an /openai/v1 suffix on the endpoint URI.

It's possible we might be able to remove our dependency on Azure.AI.OpenAI or perhaps not use this by default.

We should investigate what we might change in our templates for this scenario.