Is your feature request related to a problem? Please describe.
There is a lack of integration with Azure Blob Storage, though GCS and S3 are well supported.

Describe the solution you'd like
Azure Blob Storage is supported in the same way as GCS and S3 for the Ray Offline Store.

Describe alternatives you've considered
It's difficult to find an offline store with Azure Blob Storage integration. Perhaps the Spark Offline Store could be used as well somehow.

Additional context

Thank you!