Said error is thrown when the script cannot match the value(s) you provide for the -User parameter against the known security principals in your tenant. For that, it uses the Get-SecurityPrincipal cmdlet, which by default is only available to those assigned the "Role Management" role. Ask your admin to assign you said role, or update the script to use the Get-Recipient cmdlet instead.
Again I have got issues in running the script. Recently the Exchange Online management module was upgraded to 2.0.6. I believe Basic Auth also has been being disabled for most of the system so is mine, These are the only two changes done and i get the below error while running the script.
No active Exchange Remote Powershell session detected, please connect first. I look forward for your help again