MicrosoftMicrosoftLooks like 7.0.0 has it
https://docs.microsoft.com/en-us/powershell/azure/release-notes-azureps?view=azps-7.0.0
https://docs.microsoft.com/en-us/powershell/module/az.resources/new-azpolicyassignment?view=azps-7.0.0#parameters
Specifies the type of managed identity to assign to this policy assignment. If the 'SystemAssigned' value is provided, a system assigned managed identity is generated and assigned to this policy assignment. If the 'UserAssigned' value is provided, the user assigned identity passed via its Id to the -IdentityId parameter is assigned to this policy assignment. The identity will be used when executing deployments for 'deployIfNotExists' and 'modify' policies. Location is required when assigning an identity.
