"Add shortcut to OneDrive" not visible to guest users

I have a Teams site (without O365) in SharePoint online.

If I navigate to a document library, users that are native to the tenant can see "Add shortcut to OneDrive", while guest users cannot.

My test guest user has "Full" access to the library. I have also tried giving this user some licenses to see if that made a difference.

I also went into Azure AD https://aad.portal.azure.com/#blade/Microsoft_AAD_IAM/CompanyRelationshipsMenuBlade/Settings and set: 

• Guest users have the same access as members (most inclusive)

What is required for these guest users to see this option? They have the option in their native tenant.

Thanks for any insight.