Did you also tried importing the module ?
I tried running it Azure DevOPs Windows Agent and I am getting the output as expected.
Generating script.
========================== Starting Command Output ===========================
"C:\Windows\System32\WindowsPowerShell\v1.0\powershell.exe" -NoLogo -NoProfile -NonInteractive -ExecutionPolicy Unrestricted -Command ". 'D:\a\_temp\6db831dc-cd5b-4956-bca7-33a3e9f9f051.ps1'"
CommandType Name Version Source
----------- ---- ------- ------
Function ConvertTo-SPOT 1.0.6 ConvertTo-Spot
Set-AzContext : The term 'Set-AzContext' is not recognized as the name of a cmdlet, function, script file, or operable
program. Check the spelling of the name, or if a path was included, verify that the path is correct and try again.
At C:\Program Files\WindowsPowerShell\Modules\ConvertTo-Spot\1.0.6\ConvertTo-SPOT.ps1:24 char:16
+ $context = Set-AzContext $subscriptionName
+ ~~~~~~~~~~~~~
+ CategoryInfo : ObjectNotFound: (Set-AzContext:String) [], ParentContainsErrorRecordException
+ FullyQualifiedErrorId : CommandNotFoundException
##[error]PowerShell exited with code '1'.
Finishing: PowerShell Script