Some stuff is still missing from the AzureAD module, managing federation is one such example. It's hardly a day-to-day operation though, so just keep the old MSOL module installed on some machine, and do your daily tasks with the Azure AD one.
As I suspected, I guess it's on the roadmap. It's just confusing for colleagues and customers when you educate them that "Sure, the product is GA but we still have stuff missing... " but that's just the life of admins nowadays in the world of continuous deployment/development :)
Well, GA is more of a marketing term nowadays. Azure AD blade in the new Azure portal is also GA, but we miss a lot of settings there too. They will arrive eventually, but in the meantime we have to rely on older versions (PowerShell or Azure Portal) :)