Compliance search initialization for "task search1" failed with exception: Object reference not set to an instance of an object

Question

I've a script to start a Search task on Content Search, of Compliance.

If I use my own user account to login, I am able to run it, but if I use an unattended login through an App, like the one of App-only authentication in Exchange Online PowerShell and Security & Compliance PowerShell | Microsoft Learn, I receive the following error:

From compliance perspective I got this, an empty search:

I've given a Global Admin role to the App. From app only authentication/login, there is no issue with that.

ExchangeOnlineManagement version that Iam using is 2.0.6-Preview7.

Anyone knows how can I solve this?

Thank you in advance!