Python takes up less than 16 MB on disk (python3.11-minimal + libpython3.11-stdlib on Debian) so whatever Microsoft did to make their Azure CLI package take up almost 700 MB, I don't think the language is the problem.
It might well be part of the problem. Certainly any language can be inefficient, especially in terms of size, if you don't pay attention (have certainly found this with Go recently). But as I said it's also slow (interpreting code, or dealing with cached versions of it) and it's not obvious to me why all three major cloud CLIs have chosen it over alternatives.
