Mail Redirection not set on Office 365 shared mailbox. Error: The operation on mailbox "<mailbox>" failed because it's out of the current user's write scope (4269730)

Mail sent from an Office 365 user to a synced, but not switched Shared mailbox, is delivered to the corresponding 365 Shared mailbox and not to the Source mailbox as expected. 

When using the Migration Manager for Active Directory (Office 365) to Migrate that account, the following error is received in the QsDirectoryMigrationAgent.log:

The operation on mailbox "<mailbox>" failed because it's out of the current user's write scope. The action 'Set-Mailbox', 'EmailAddresses', can't be performed on the object '<mailbox>' because the object is being synchronized from your on-premises organization. This action should be performed on the object in your on-premises organization.