View files with File Explorer in Edge - error with PowerShell and ViewInFileExplorerEnabled

I am trying to follow the documentation on SharePoint View in Microsoft Edge in SharePoint Online:
https://docs.microsoft.com/en-us/SharePoint/sharepoint-view-in-edge

I am on PowerShell SharePoint Online version

16.0.21714.12000

I run as admin and log on and then try to run ViewInFileExplorerEnabled and get an error:

A parameter cannot be found that matches parameter name 'ViewInFileExplorerEnabled'.

This is what I run as local admin on Windows 10 system in PowerShell SPO 

PS C:\WINDOWS\system32> Connect-SPOService -Url https://tenantname-admin.sharepoint.com
PS C:\WINDOWS\system32> Set-SPOTenant -ViewInFileExplorerEnabled $True
Set-SPOTenant : A parameter cannot be found that matches parameter name 'ViewInFileExplorerEnabled'.
At line:1 char:15
+ Set-SPOTenant -ViewInFileExplorerEnabled $True
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : InvalidArgument: (:) [Set-SPOTenant], ParameterBindingException
+ FullyQualifiedErrorId : NamedParameterNotFound,Microsoft.Online.SharePoint.PowerShell.SetTenant

PS C:\WINDOWS\system32> Set-SPOTenant -UsePersistentCookiesForExplorerView $true
PS C:\WINDOWS\system32>

I don't know how to get the command to work for view in file explorer

Set-SPOTenant -ViewInFileExplorerEnabled $True

Thank you.

Matt