Enforce naming conventions across Office 365 Groups

I ran into that too, and I think my problem was because I hadn't actually created the Group.Unified object/setting in AzureAD yet.  Therefore, the error report was technically correct.

Check this to see if you have anything configured:

Get-AzureADDirectorySetting | ForEach Values

If not, create the settings AAD object:

Creating the Group.Unified Settings object (1-time task)

$template = Get-AzureADDirectorySettingTemplate | where-object {$_.displayname -eq “Group.Unified”}

$setting = $template.CreateDirectorySetting()

New-AzureADDirectorySetting -DirectorySetting $setting

After that, the 'is null' error should go away as the setting actually exists.  

Re-run Get-AzureADDirectorySetting | ForEach Values and you should at least see the blank settings.

I found this site extremely helpful getting my settings configured & managing them:

https://drewmadelung.com/managing-office-365-group-using-azure-ad-powershell-v2/ 

HTH