How to change your default SMTP address when federating with Office 365

If you ever find yourself in a situation where your local Active Directory is federated with Office 365 (perhaps because you setup a hybrid environment and are in the process of migrating Exchange accounts to 365), and you need to change the Primary (aka Reply address) SMTP email address, you may run into an error message like this when attempting to make the change on the Office 365 admin portal:
You can’t make the change using the Exchange Management Console within the on-premises server, or you will get a similar error:
To resolve this issue, you will need to use the Active Directory Service Interfaces tool ADSIedit.msc.  ADSIedit is usually installed on your on-premises Exchange server by default, and is located in the administrative tools section of the Windows start menu.  Further information on ADSIedit can be found here.
Once you have ADSIedit open, navigate to the account that needs to be modified.

1.  Right-click on the account and choose properties from the pop-up menu.
2.  Find the attribute called proxyAddresses and double-click to edit the addresses.
3.  Take a screenshot or write down the SMTP addresses.
4.  Remove the SMTP address that has “SMTP” in uppercase letters.  The uppercase SMTP is what designates an address as the primary or reply address.
5. If the address that you want to make primary is already listed (with lowercase smtp), remove that one as well.
6. Add the address you want to be primary making sure to capitalize SMTP.
7. If you removed an address that previously was the primary, add it back in using smtp in lowercase.

Example of how a primary or reply SMTP address should look:  SMTP:[email protected]
Example of how a non-primary or reply SMTP address should look: smtp:[email protected]
Further information is detailed in this Microsoft Support article.