
HI @Gal Yaniv
From what I understand, the GroupMembershipAdd property of the ChangeQuery object is a new feature introduced in SharePoint Online and SharePoint 2019 to query for changes in group membership.
SharePoint 2016 doesn't support it because SharePoint 2016 is based on an older version of the SharePoint codebase that doesn't include this feature.
Therefore, you cannot use the REST API to get group membership changes in SharePoint 2016 through this property.
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Best Regards
Cheng Feng