Problem
If you want to add or remove (basically update) a proxy address on a cloud-only account - without an Exchange mailbox - you cannot.
There is no such option in the GUI and PowerShell won’t allow it either, throwing an error:
Set-MgUser : Property 'proxyAddresses' is read-only and cannot be set.
Status: 400 (BadRequest)
ErrorCode: Request_BadRequest
Solution
Use the Graph API BETA endpoint.
- Method: PATCH
- URL:
https://graph.microsoft.com/beta/users/<User_ID> - Request Body:
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- Expected Response:
204 No Content

An example
Tip
You can first retrieve the existing proxy addresses and paste them into the Request Body, then add or remove the entries you need.
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An example