We force this condition in our environment due to the fact that we are not allowed to have a migration endpoint. In order to get the on-premises mailbox and the cloud mailbox to connect and have our AAD Connect sync properly, we make sure to copy the Exchange Online GUID of the mailbox and add it to the proper AD property. We then force the mailbox into a remote mailbox.
<Connect to O365>
$oEmailGuid = Get-Mailbox -Identity $UPN | Select-Object ExchangeGUID
<Connect to on-premises AD>
Set-ADUser $SamAcct -Replace @{msExchRecipientDisplayType = "-2147483642" } -Credential $cred
Set-ADUser $SamAcct -Replace @{msExchRecipientTypeDetails = “2147483648” } -Credential $cred
Set-ADUser $SamAcct -Replace @{msExchRemoteRecipientType = “4” } -Credential $cred
Set-ADUser $SamAcct -Replace @{targetAddress = $TAddress } -Credential $cred
<Connect to on-premises Exchange>
Set-RemoteMailbox $UPN -ExchangeGuid $oEmailGuid.ExchangeGuid