Had the same issue today.
Changing the Execution Policy as mentioned didn't solved the problem for me.
What solved the problem for me was to install the required (https://learn.microsoft.com/en-us/azure/backup/backup-azure-backup-server-import-export#prepare-sata-drives-and-ship-to-azure) Azure PowerShell in version 3.7.0, although this should not be necessary on a DPM or MABS server:
Install-Module -Name AzureRM -RequiredVersion 3.7.0 -Scope AllUsers -AllowClobber