There does not seem any way to do this from the UI in Azure Data Studio. However, as with anything else, SSMS is running a T-SQL batch for the task. Using the Script button in SSMS, I found this batch:
USE [master]
GO
EXEC xp_instance_regwrite N'HKEY_LOCAL_MACHINE', N'Software\Microsoft\MSSQLServer\MSSQLServer', N'LoginMode', REG_DWORD, 2
GO
So just run this from a query window in ADS.