@thumper: While working on 1860717, I was able to reproduce with our credentials.

Steps:
* juju deploy ubuntu
* juju scp $GOPATH/bin/juju ubuntu/0:.
* juju ssh ubuntu/0
* apt purged lxd
* curl -L https://aka.ms/InstallAzureCli | bash
* exit
* juju ssh ubuntu/0
* az login
  sent me to a website with a code to authenticate.  used our crews in last-pass.
* $ ./juju autoload-credentials --debug
14:37:18 INFO  juju.cmd supercommand.go:91 running juju [2.9-beta1 0 db25750a036cca13d9b6d4796366a0c6efb305f1 gc go1.14.4]
14:37:18 DEBUG juju.cmd supercommand.go:92   args: []string{"./juju", "autoload-credentials", "--debug"}
14:37:18 INFO  cmd controller.go:454 This operation can be applied to both a copy on this client and to the one on a controller.
14:37:18 INFO  cmd controller.go:470 No current controller was detected and there are no registered controllers on this client: either bootstrap one or register one.
14:37:18 INFO  cmd detectcredentials.go:163
Looking for cloud and credential information on local client...
14:37:18 INFO  juju.util.exec exec.go:209 run result: exit status 1
14:37:18 DEBUG juju.kubernetes.provider detectcloud.go:24 failed to query local microk8s: microk8s is not installed: microk8s not found
14:37:18 DEBUG juju.provider.azure.internal.azurecli az.go:68 running az account list -o json
14:37:19 DEBUG juju.provider.azure.internal.azurecli az.go:68 running az cloud list -o json
14:37:20 DEBUG juju.provider.azure.internal.azurecli az.go:68 running az account get-access-token --subscription 2eebf55a-1e02-45d8-a299-02aed8aea00b --resource https://graph.windows.net/ -o json
14:37:21 DEBUG juju.provider.azure.internal.azurecli az.go:68 running az account get-access-token --subscription 2eebf55a-1e02-45d8-a299-02aed8aea00b --resource https://management.azure.com/ -o json
14:37:22 DEBUG juju.provider.azure credentials.go:126 cannot get credential for Juju QA: cannot get service principal: creating service principal: graphrbac.ServicePrincipalsClient#Create: Failure responding to request: StatusCode=403 -- Original Error: Authorization_RequestDenied: When using this permission, the backing application of the service principal being created must in the local tenant
14:37:22 DEBUG juju.caas.kubernetes.clientconfig k8s.go:280 The kubeconfig file path: "/home/ubuntu/.kube/config"
14:37:22 DEBUG juju.container.lxd connection.go:167 using LXD snap socket: "/var/snap/lxd/common/lxd"
14:37:22 ERROR juju.provider.lxd credentials.go:159 unable to detect local LXC credentials: failed to connect to local LXD: Permission denied, are you in the lxd group?

Please configure LXD by running:
	$ newgrp lxd
	$ lxd init

14:37:22 DEBUG juju.provider.openstack credentials.go:152 neither OS_TENANT_NAME nor OS_PROJECT_NAME environment variable not set
14:37:22 DEBUG juju.provider.openstack credentials.go:155 neither OS_TENANT_ID nor OS_PROJECT_ID environment variable not set
14:37:22 DEBUG juju.provider.openstack credentials.go:152 neither OS_TENANT_NAME nor OS_PROJECT_NAME environment variable not set
14:37:22 DEBUG juju.provider.openstack credentials.go:155 neither OS_TENANT_ID nor OS_PROJECT_ID environment variable not set
No cloud credentials found.
14:37:22 INFO  cmd supercommand.go:544 command finished
$