If you want all users that belong to Azure Active Directory groups to be automatically discovered and backed up, add the Azure Active Directory users to an Azure Active Directory group, and then add the Azure Active Directory group to the Exchange Online app.
You can add the following types of Azure Active Directory groups:
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Azure security groups
To discover and back up Azure Active Directory groups based on geographic affinity, you can use Azure Dynamic security groups.
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Distribution lists
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Mail-enabled security groups
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Office 365 groups
Note
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Nested Groups are not supported.
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Dynamic distribution lists are not supported.
Procedure
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From the navigation pane, go to Protect > Office 365.
The Office 365 Overview page appears.
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On the Apps tab, click the app.
The Overview page of the app appears.
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On the Content tab, in the upper-right area of the page click Add.
The Configure Content page appears.
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Select Add content to backup, and then click Next.
The Add Content tool appears.
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Under Advanced, select AD groups, and then click Next.
The Content tab appears.
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In the list, select the AD groups you want to back up, and then click Next.
The Microsoft 365 Protection Plan tab appears.
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From the Microsoft 365 Protection Plan list, select the plan to use for the AD groups, and then click Next.
The Summary tab appears.
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Click Submit.