Can't set environment variable in interactive

[oakeyc]

Description

Outline the issue here:
In the shell environment variables can't be set

Environment summary

Install Method: How did you install the CLI? (e.g. pip, interactive script, apt-get, Docker, MSI, nightly)
Answer here:

CLI Version: What version of the CLI and modules are installed? (Use az --version)
Answer here:

OS Version: What OS and version are you using?
Answer here:

Shell Type: What shell are you using? (e.g. bash, cmd.exe, Bash on Windows)
Answer here:

[troydai]

/cc @JasonRShaver

[williexu]

Azure/azure-cli#3884 didn't solve the issue
In interactive, doing #set/export VAR=value will not preserve any changes.

We may consider keeping a copy of the environment for the interactive session that a user can utilize and set whatever variables are needed.

[yonzhan]

add feature request.

[saurabhakumbhare]

Absolutely. Need this feature.