Thank you for your contribution.
@Nick Riley : It's exactly what I think. Azure AD PAM is very restricted (only Exchange Online available on the "Scope" field). But, it seems we can delegater others Azure AD administratives roles, even you selected Exchange on the Scope, by using "Role Group" on "Policy type" field :
So, it's very confused and the official documentation is not really clear about Azure AD PAM. And the uses cases where we need Azure AD PAM are very restricted if there is only these features.