ok, this was an easy fix

pex azure-cli setuptools -m azure.cli -o az

Cool. This is what I would have said to do too. Azure-CLI likely doesn’t properly declare a dependency on setuptools because most Python installations come bundled with it. If you’re interested, they likely would be open to a PR to fix this. Usually this is an oversight, not intentional. See https://github.com/pytest-dev/pytest-rerunfailures/pull/98 as an example PR