Normally, with an Office 365 mailbox, you can only send mails with the primary email address. Sending from aliases was not allowed. Microsoft recently rolled out this feature which can be enabled through Exchange Online PowerShell:
Connect-ExchangeOnline
To view the current settings:
Get-OrganizationConfig | fl SendFromAlias*
To enable the feature:
Set-OrganizationConfig -SendFromAliasEnabled $true
To view the settings again:
Get-OrganizationConfig | fl SendFromAlias*
References:
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