If the objects are synced from AD, you need to make the changes therein. For that, you need to have the on-premises AD schema extended with the Exchange attributes. This is different from configuring Directory extensions in AAD Connect, though judging by the screens above, you should be set on that front.
The last important bit is that the rule that syncs Exchange-related attributes between on-premises and Azure AD requires that the mailNickname/alias attribute be populated on the object. Without said attribute, the changes will not be synced, so make sure you have a non-null value for it. Refer to the official documentation for more info: https://learn.microsoft.com/en-us/azure/active-directory/hybrid/connect/concept-azure-ad-connect-sync-default-configuration
Exchange related attributes are only synchronized if the attribute mailNickName has a value.