Modern Auth and Unattended Scripts in Exchange Online PowerShell V2

I set the whole thing up according to the guide from Microsoft. I could connect successfully with the following parameter:

Connect-ExchangeOnline -CertificateThumbprint <Thumbprint> -AppID <myapp> -Organization <myorg>

However I have one command that does not seem to execute:

Set-userPhoto doesn't work when i connect with the Certificate (if i connect with Modern Auth using my 2F App it works):

Connecting to remote server gvap278mb0039.chep278.prod.outlook.com failed with the following error message : 䋀誯Ȁ For more information, see the
about_Remote_Troubleshooting Help topic. [Server=GVAP278MB0136,RequestId=83527e72-0a1b-42ae-8a24-afee1eaf5198,TimeStamp=10.09.2020 08:35:31] .
+ CategoryInfo : NotSpecified: (:) [Set-UserPhoto], CmdletProxyException
+ FullyQualifiedErrorId : [Server=GVAP278MB0136,RequestId=83527e72-0a1b-42ae-8a24-afee1eaf5198,TimeStamp=10.09.2020 08:35:31] [FailureCategor
y=Cmdlet-CmdletProxyException] DFC3D95C,Microsoft.Exchange.Management.RecipientTasks.SetUserPhoto
+ PSComputerName : outlook.office365.com

Does anyone know what causes this? I suspect i need to give more permissions to my registered App- but which ones are needed exactly??