Thank you for your reply. Yes, I did download and install the latest and greated (V 1.9.5). I also used the 'Get-Commands' command to see which functions are included and the one I listed (among others) is not. The related functions are shown below:
Invoke-MgFilterEntitlementManagementAssignmentRequest
New-MgAgreement
New-MgAgreementAcceptance
New-MgAgreementFile
New-MgAgreementFileLocalization
New-MgAgreementFileLocalizationVersion
New-MgAgreementFileVersion
New-MgEntitlementManagementAccessPackage
New-MgEntitlementManagementAccessPackageAssignmentApprovalStage
New-MgEntitlementManagementAccessPackageAssignmentPolicy
New-MgEntitlementManagementAssignment
New-MgEntitlementManagementAssignmentPolicy
New-MgEntitlementManagementAssignmentRequest
New-MgEntitlementManagementCatalog
New-MgEntitlementManagementConnectedOrganization
New-MgEntitlementManagementConnectedOrganizationExternalSponsor
New-MgEntitlementManagementConnectedOrganizationInternalSponsor
New-MgIdentityGovernanceTermOfUseAgreement
New-MgIdentityGovernanceTermOfUseAgreementAcceptance
New-MgUserAgreementAcceptanceByRef
Remove-MgAgreement