Alert Policies with AggregationType via PowerShell

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I want to set AggregationType and ThreadType attributes for alert policies(Protection Alerts) in Security & Compliance center via PowerShell.  

When I try to do this I got the following error: (Although I could create alert Policies of single event type) 
Creating advanced alert policies requires an Office 365 E5 subscription or Office 365 E3 subscription with an Office 365 Threat Intelligence or Office 365 EquivioAnalytics add-on  

subscription for your organization. With your current subscription, only single event alert can be created. 

Tried with Office 365 E3 subscription with Threat Intelligence and Office 365 E5 subscription too. Yet the Issue persists
Is there any other way to achieve this ?


Thanks in advance, 
Maerona Wynn

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