Unfortunately there are a lot of features missing. For example enabling existing Users in the GUI. This is possible if you create an OnPremises Mailbox but not when creating an O365 mailbox (why?). Furthermore, if you create Room/Resources, they are shown in the "mailboxes" tab and not in the "resources" tab. This is confusing to delegated admins.
Shared O365 mailboxes cannot be created in the GUI - did you forget the entry in the dropdown when the mailbox is created?
O365 resource/shared mailboxes cannot be added to groups via the GUI. (this is btw a simple change in the GroupPicker.as* file - the filter there is simply missing some recipient types...)
And last but not least: https://feedback.azure.com/forums/169401-azure-active-directory/suggestions/6412831-remove-requirement-for-onprem-exchange-when-using
The solution that the AAD Team is working on, has a status of "Started" for exactly one year with no updates how it is proceeding...