Did you hear of room lists? What is a room list?
A room list is a collection of room mailboxes. Room lists are specially marked distribution groups that you can also use the same way you use ‘regul...
UPDATE: finally! After a month of checking with Microsoft support, they showed us this link https://docs.microsoft.com/en-us/exchange/address-books/address-book-policies/address-book-policies, and the culprit was that we used a Custom Address List for Room Lists on our ABP, and that Address List filter was not based on "RecipientDisplayType -eq 'ConferenceRoomMailbox' -or RecipientDisplayType -eq 'SyncedConferenceRoomMailbox'", but rather our owns CustomAttributes that we used OnPremise.
Replacing our "CustomAttribute2 -eq 'Room' (...)" filter by this one (which is present on the default list "All Rooms") made it work.
I can't believe checking all the Google pages never led us to this or anyone else with similar issue. The_Exchange_Team might be worth indicating it in the article.