I have powershell-6.0.0_beta.5-1.el7.x86_64 on CentOS Linux release 7.4.1708
(beta.9 is unable to logon to Office365 - separate issue)

I can create and list an email contact:
> New-MailContact -Name "Jill Doe" -ExternalEmailAddress "jill@example.ca" -Alias jill
> Get-MailContact jill
Name Alias RecipientType
Jill Doe jill MailContact

I cannot remove one:
> Remove-MailContact jill
Object reference not set to an instance of an object.
+ CategoryInfo : OperationStopped: (outlook.office365.com:String) [], PSRemotingTransportException
+ FullyQualifiedErrorId : JobFailure
+ PSComputerName : outlook.office365.com

This works in powershell 5.1 on Windows