If you have more than a handful of instances, you really owe it to yourself to take a few minutes and set up your own CMS. The hard part is getting a list of all the instances, but you need to do that anyways, right?
Once you have that list pick ONE SQL Server instance to create your CMS. You want this to be something with solid up-time that is accessible to other team members, but not an instance that’s already spending CPU cycles on something critical.
The lack of CMS compatibility is one of my larger pain points with Azure Data Studio and an issue which hopefully gets fixed this year.