Union Type with Submodels in Settings class raises a ValidationError

[cbartz]

Checks

• I added a descriptive title to this issue
• I have searched (google, github) for similar issues and couldn't find anything
• I have read and followed the docs and still think this is a bug

Bug

Output of python -c "import pydantic.utils; print(pydantic.utils.version_info())":

             pydantic version: 1.8.2
            pydantic compiled: True
                 install path: /pathto/.local/share/virtualenvs/project/lib/python3.8/site-packages/pydantic
               python version: 3.8.5 (default, May 27 2021, 13:30:53)  [GCC 9.3.0]
                     platform: Linux-5.8.0-55-generic-x86_64-with-glibc2.29
     optional deps. installed: ['typing-extensions']

When using a Union Type with Submodels for a field in a Settings class, reading from environment for this field is raising an error.
E.g.:

from pydantic import BaseSettings

class A(BaseSettings):
    a: int

class B(BaseSettings):
    b: str

class S(BaseSettings):
    sub: Union[A, B]

raises

Traceback (most recent call last):
  File "<input>", line 1, in <module>
  File "pydantic/env_settings.py", line 36, in pydantic.env_settings.BaseSettings.__init__
  File "pydantic/main.py", line 406, in pydantic.main.BaseModel.__init__
pydantic.error_wrappers.ValidationError: 2 validation errors for S
sub
  value is not a valid dict (type=type_error.dict)
sub
  value is not a valid dict (type=type_error.dict)

when calling S() with environment os.environ['sub'] = '{"b": "text"}' .

By introducing a "Middle" class like

class Middle(BaseSettings):
    sub: Union[A, B]

class S(BaseSettings):
    middle: Middle

reading from environment is working like expected with os.environ['middle'] = '{"sub": {"b": "text"}}' .