Set-MalwareFilterPolicy example given by Microsoft documentation fails

Question

I'm trying to add file types to Exchange Server 2019 malware policy. For that purpose, I follow Microsoft documentation shown at https://learn.microsoft.com/en-us/powershell/module/exchange/antispam-antimalware/set-malwarefilterpolicy?view=exchange-ps

Example 2 is exactly what I need:

$FileTypesAdd = Get-MalwareFilterPolicy -Identity Default | select -Expand FileTypes; $FileTypesAdd += "com","bat"; Set-MalwareFilterPolicy -Identity Default -EnableFileFilter $true -FileTypes $FileTypesAdd

Unfortunately, when I execute that example inside Exchange Management Shell, I get the following error message:

A parameter cannot be found that matches parameter name 'EnableFileFilter'. + CategoryInfo : InvalidArgument: (:) [Set-MalwareFilterPolicy], ParameterBindingException + FullyQualifiedErrorId : NamedParameterNotFound,Set-MalwareFilterPolicy + PSComputerName : exchange.bndt.local

I run Exchange Server 2016 (CU14) on a local Windows Server 2016 (Fully up-to-date). I don't clearly understand what is wrong.

Any help appreciated.

Regards