Adding Email Alias to Office 365 when using Azure AD Connect

So we have an on-premise AD running, this is connected to my Office 365 (and therefore Azure AD) using the Azure AD Connect.

I wanted to add an alias email, normally I would simply log onto the Office 365 Admin Portal, go to my user click edit under the username/email section and add the Alias.

However after connecting up the AD Connect it now shows:

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