Gentoo does not have a sudo group, so use wheel instead.

diff -Naur a/var/lib/polkit-1/localauthority/50-local.d/10-microsoft-azurevpnclient.pkla b/var/lib/polkit-1/localauthority/50-local.d/10-microsoft-azurevpnclient.pkla
--- a/var/lib/polkit-1/localauthority/50-local.d/10-microsoft-azurevpnclient.pkla	2023-04-26 12:18:12.000000000 +0100
+++ b/var/lib/polkit-1/localauthority/50-local.d/10-microsoft-azurevpnclient.pkla	2024-05-03 11:23:22.657251999 +0100
@@ -1,5 +1,5 @@
-[Allow sudo group users to set DNS domains and servers without prompt]
-Identity=unix-group:sudo
+[Allow wheel group users to set DNS domains and servers without prompt]
+Identity=unix-group:wheel
 Action=org.freedesktop.resolve1.set-domains;org.freedesktop.resolve1.set-dns-servers
 ResultAny=yes
 ResultInactive=yes