"AllPrincipal" means someone have granted admin consent, thus all users within your organization can use all the consented permissions for Graph Explorer. The Graph module for PowerShell is a separate app, thus has its own set of permissions, and likely no admin consent was granted, so you're seeing what your user permissions allow. You can use the Get-MgContext cmdlet to get a list of all permissions you currently have been granted against PowerShell:
Get-MgContext | select -ExpandProperty Scopes