use DefaultAzureCredential instead of AzureCliCredential (#3860)

dotnet/samples/GettingStarted/AGUI/Step05_StateManagement/Server/Program.cs

@@ -29,6 +29,9 @@ string deploymentName = builder.Configuration["AZURE_OPENAI_DEPLOYMENT_NAME"]
 var jsonOptions = app.Services.GetRequiredService<IOptions<Microsoft.AspNetCore.Http.Json.JsonOptions>>().Value;
 
 // Create base agent
+// WARNING: DefaultAzureCredential is convenient for development but requires careful consideration in production.
+// In production, consider using a specific credential (e.g., ManagedIdentityCredential) to avoid
+// latency issues, unintended credential probing, and potential security risks from fallback mechanisms.
 ChatClient chatClient = new AzureOpenAIClient(
         new Uri(endpoint),
         new DefaultAzureCredential())