Unable to add an e-mail address to the distribution group

Hi guys,

I've got Exchange online and I'm trying to add an a-mail address to the restriction list in one of the distribution groups but unable to do that since it gives me an error message below:

The action 'Set-DistributionGroup', 'AcceptMessagesOnlyFromSendersOrMembers', can't be performed on the object 'Board of Directors' because the object is being synchronized from your on-premises organization. This action should be performed on the object in your on-premises organization.

I'm aware that such changes must be done on premises but I wasn't able to do that in AD as well. Could you please advise what can be done in that case? Thank you in advance.