As far as l know, since the Microsoft Exchange Global Address List (GAL) is a list of all end users and their respective email addresses within an Exchange Server organization, it’s not a feature we can make it yet, and the GAL can’t be synced to your phone’s contact. Based on your requirement, if you are using exchange account, I suggest you can add all your GAL to your contact list in Outlook client or OWA, and then all your contacts will be synced to your phone’s outlook contact list via exchange.
About adding all your GAL to your contacts list in outlook client, you can click your Address Book from your outlook client, then choose the Global Address List > click the first entry and hold the left mouse button > strike to last entry > right- click the chosen field > Add to Contacts. In this way, the GAL will add to your contact list. If you want to add contacts in other way you can refer to this article: https://support.office.com/en-us/article/add-a-contact-e1dc4548-3bd6-4644-aecd-47b5728f7b0d?redirectSourcePath=%252fen-us%252farticle%252fAdd-a-contact-from-the-Global-Address-List-0b165964-76ae-4db7-ad2e-20b06c781096&ui=en-US&rs=en-US&ad=US .
Also check this tool - https://azuremarketplace.microsoft.com/en-us/marketplace/apps/aad.cirasyncsingleuser?tab=overview