For Windows Server 2016 the EDR Block mode not supported,
From MSDN
Currently, running Microsoft Defender Antivirus in passive mode is not supported on Windows Server 2016
Get-MPComputerStatus | select AMRunningMode returns empty
I will get Windows Server 2019 to check.
In addition for the Windows Server 2016 I see defender is installed and running, but still powershell throwing exception :(