Posted this problem on the Office 365 community, and their reply was:
As you may have already noticed, currently we’re using the remote PowerShell connection to manage Exchange Online, therefore, some local parameters/switches may not working properly when dealing with Exchange Online via PowerShell.
Also, as described in the following articles, only the parameters provided under the “parameters” tab in the articles are supported. Sorry for any inconvenience that may be caused by the issue.
Since the feature is not available currently, I suggest you submit feedback to our product team about the feature via: Feedback. Any comments from our customers are welcome so as to ensure that we can continually develop/improve the Microsoft products to meet our customers’ needs. That is why feedback such as yours is always highly valued.
Weird since it worked once… but… anyway, already sent the feedback for Microsoft.
Thanks a lot for helping!