If you plan to federate an additional domain with your %BRAND_OFFICE_365_SHORT% or %BRAND_AZURE_SHORT% tenant, you must include ...

If you plan to federate an additional domain with your %BRAND_OFFICE_365_SHORT% or %BRAND_AZURE_SHORT% tenant, you must include the -SupportMultipleDomain parameter when running the Convert-MsolDomainToFederated cmdlet. If you don't do this, the installation won't allow for multiple federated domains. If you decided to federate an additional domain later, you need to revert the first domain back to "Managed" and then convert it again to "Federated" using the -SupportMultipleDomain parameter.