The issue was also raised here: https://github.com/databricks/spark-xml/issues/591

A fix is to use the "spark.hadoop" prefix in front of the fs.azure spark config keys:

spark.hadoop.fs.azure.account.oauth2.client.id.nubulosdpdlsdev01.dfs.core.windows.net [SPN-ID-HERE]
spark.hadoop.fs.azure.account.auth.type.nubulosdpdlsdev01.dfs.core.windows.net OAuth
spark.hadoop.fs.azure.account.oauth2.client.secret.nubulosdpdlsdev01.dfs.core.windows.net [SPN-SECRET-HERE]
spark.hadoop.fs.azure.account.oauth.provider.type.nubulosdpdlsdev01.dfs.core.windows.net org.apache.hadoop.fs.azurebfs.oauth2.ClientCredsTokenProvider
spark.databricks.delta.preview.enabled true
spark.hadoop.fs.azure.account.oauth2.client.endpoint.nubulosdpdlsdev01.dfs.core.windows.net https://login.microsoftonline.com/[TENANT-ID-HERE]/oauth2/token