Q. Why do I receive a deprecation error related to Switch-AzureMode use?
A. With the introduction of the Azure Resource Manager there are now two different modes of operation when interacting with Azure: Azure Service Manager (ASM) and Azure Resource Manager (ARM).
The Switch-AzureMode cmdlet is used to switch between the two modes. This is needed since the cmdlets have the same name in both names. This caused significant confusion since they are used with different parameters. To remedy this in the future the Switch-AzureMode cmdlet will no longer be provided and instead the Azure cmdlets that work with the ASM will be placed in a seperate module. Additionally, they will have the Azure in their name to be changed to ASM. For example, New-AzureVM for ASM will be called New-ASMVM.
For now you can ignore this deprecation message. But, be aware that if you continue to use PowerShell with ASM that in the future they will be renamed from Azure to ASM. Note that to avoid having to change all your scripts Microsoft will be providing a script you can use which will alias the Azure name to ASM name cmdlets and allow existing ASM scripts to be used without modification.
For more detail see https://github.com/Azure/azure-powershell/issues/428.