Hi @Duan, Amber ,
From the error you shared, seems like you are experiencing the issue documented below:
Owners of an on-premises distribution group synced to O365 can't manage the distribution group in Exchange Online
As mentioned in the official article above, Distribution group owners must manage the group by using on-premises tools for Exchange Server such as EAC or EMS. You can try contacting your Exchange administrator for more information if you need further help on the next steps.
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