The Azure SDK is migrating to Azure.* as documented here. Not all functionality for the SDK has been migrated yet so you need to look at what you're using to see if you can switch to the new library.
In your case you are not relying on Azure Storage directly but rather using a library that relies on Azure storage. Therefore you cannot update that library to the new package because the namespaces are different. Therefore you'll have to continue referencing the deprecated packages (which won't break your build) until the SharePoint team updates their packages to use the newer client libraries. However if you also need to work with Azure then consider using the newer library yourself while letting the SharePoint library continue to use the older library. They shouldn't conflict.