An error occurred while saving the commentP. D. Förster commented
Also ran into this issue today when I tried to add a guest mail user to a distribution list. However, only Mail contacts are allowed.
If someone's interested in an explanation why this is not possible, see https://techcommunity.microsoft.com/t5/office-365/how-do-i-add-a-guest-mail-user-to-adress-lists-or-create-a-mail/m-p/134800#