Array not supported?

The right way to add is descibred here: https://technet.microsoft.com/en-us/library/gg398736.aspx

The following example is what you are looking for:

$x = New-CsRgsHoliday -StartDate "12/25/2010" -EndDate "12/26/2010" -Name "Christmas Day"
$y = Get-CsRgsHolidaySet -Identity "service:ApplicationServer:atl-cs-001.litwareinc.com" -Name "2010 Holidays"
$y.HolidayList.Add($x)
Set-CsRgsHolidaySet -Instance $y