Since July 2021, Microsoft enabled sending email from Alis or ProxyAddress you can simply enable this future by PowerShell or Using Admin Interface:
- Using Admin Interface: You can simply go to https://admin.exchange.microsoft.com/#/settings and then click on Mailflow-> Turn On Sending from Alias
- PowerShell: connect to exchange online then run this cmdlet:
Set-OrganizationConfig -SendFromAliasEnabled $true