A parameter cannot be found that matches parameter name 'Type'.: [New-DistributionGroup
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System.Exception: 'A parameter cannot be found that matches parameter name 'SkipLoadingCmdletHelp'.: [Connect-ExchangeOnline -Credential 'System.Management.Automation.PSCredential' -SkipLoadingFormatData 'True' -SkipLoadingCmdletHelp 'True' ]'
This was because my PSCredentials user didn't have Exchange Administrator granted via admin.microsoft.com
