EventHubs health checks create a new client on each health check

[eerhardt]

          This isn't great because it will create a new `EventHubProducerClient` instance each time the health is checked. `EventHubProducerClient` establishes an amqp connection, which isn't cheap.

I'm not sure, but I don't believe the client is getting disposed. So we might risk having memory issues here.

cc @oising @sebastienros

Originally posted by @eerhardt in #4139 (comment)

[davidfowl]

This feels like it should be in 9.1