Looks like that PS won't work, there is another work around using REST Apis
https://jrudlin.github.io/2018/10/27/domain-name-registration-transfer-to-azure-app-service-domains/
but that seems like recently closed down you'll get an error like this
{
"Code": "BadRequest",
"Message": "Domain transfer in is not supported.",
"Target": null,
"Details": [
{
"Message": "Domain transfer in is not supported."
},
{
"Code": "BadRequest"
},
{
"ErrorEntity": {
"ExtendedCode": "59739",
"MessageTemplate": "Domain transfer in is not supported.",
"Parameters": [],
"Code": "BadRequest",
"Message": "Domain transfer in is not supported."
}
}
],
"Innererror": null
}