The administration and maintenance of Microsoft Exchange Server to ensure secure, reliable, and efficient email and collaboration services across an organization.
According to this link: Compare groups
So it may not be possible to achieve this goal.
In addition, based on my test, though it is possible to add Microsoft 365 Groups as members of a distribution list via EXO Powershell:
Add-DistributionGroupMember -Identity "DL" -Member "365 group"
the message sent to the distribution list could not be delivered to the Microsoft 365 group mailbox or member mailboxes correctly.
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