Connecting to remote server failed with the following error message : The Proxy Auto-configuration URL was not found (4230811)

When migrating to Office 365 the following error is displayed in the MAgE (Migration Agent for Exchange) log.

Error    System.Management.Automation.Remoting.PSRemotingTransportException: Connecting to remote server failed with the following error message : The Proxy Auto-configuration URL was not found. For more information, see the about_Remote_Troubleshooting Help topic.

Or When migrating to O365 with the Directory Migration Agent

Matching failed:  [ps.outlook.com] Connecting to remote server failed with the following error message : The Proxy Auto-configuration URL was not found. For more information, see the about_Remote_Troubleshooting Help topic.