@Nascimento, Everton (EXT - PT/Amadora) Azure is a very large, complex system. The services, assets, and resources you can deploy are all very different, like visiting a zoo and seeing all the different animals. To describe them, there is a generalized "resource" class in Azure. Data Factory is a specialized version of a resource. This is like an elephant is a type of animal.
To create/update an Azure resource, there is the Set-AzResource command. Given how all the Azure resource types have different, independent properties, Set-AzResource does not attempt to validate the properties particular to any given resource type. It only validates those properties common to all types. The particulars are passed as part of the payload. This is similar to how the details of a pipeline can be set by Set-AzDataFactoryV2Pipeline.
Set-AzDataFactoryV2 works differently from Set-AzDataFactoryV2Pipeline. Whereas Set-AzDataFactoryV2Pipeline expects you to supply the payload (definition file), Set-AzDataFactoryV2 asks you for the details, and generates a payload (definition file) from this, and sends that to Azure.
Since the encryption property is missing from the Set-AzDataFactoryV2 commandlet, it does not know how to write that to the definition file. I am proposing to explicitly create the definition file, and use the generic resource deployer, Set-AzResource, to write the factory the same way Set-AzDataFactoryV2Pipeline writes a pipeline. (It is also possible to write a pipeline using Set-AzResource).