gMSA accounts are unable to perform Exchange operations to on-premises Exchange Servers such as Remote mailbox, User mailbox, or Contact.
原因
This is a Microsoft limitation, gMSA account cannot be enabled for remote Powershell:
対策
If a gMSA account is used as the Active Roles service account, then an override account that can perform Active Directory and Exchange-related tasks will need to be used to manage domains.