Connect-MsolService over WinRM fails - powershell

Question

I am running a simple Powershell script over WinRM in order to get from Azure AD the list of user's licences. Here is the script itself:
$username = "admin#domain.onmicrosoft.com"
$password = "secret"
$cred = New-Object -TypeName System.Management.Automation.PSCredential -ArgumentList $username, $(convertto-securestring $password -AsPlainText -Force)
Import-Module MSOnline
Connect-MsolService -Credential $cred -Verbose
$user = Get-MsolUser -UserPrincipalName $username
$status = $user.Licenses | ForEach-Object { $_.ServiceStatus }
$status | ForEach-Object { $_.ServicePlan.ServiceName + "|" + $_.ProvisioningStatus }
I have installed both Microsoft Online Services Sign-In Assistant and Azure Active Directory Module for PowerShell as described on this page https://technet.microsoft.com/en-us/library/jj151815.aspx#bkmk_installmodule
The script works fine if I run it locally on a machine running Windows.
But once I try to run it from Linux machine over WinRM the following exception is raised:
Connect-MsolService : Exception of type
'Microsoft.Online.Administration.Automation.MicrosoftOnlineException' was
thrown.
At line:5 char:1
+ Connect-MsolService -Credential $cred -Verbose
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : OperationStopped: (:) [Connect-MsolService], Mic
rosoftOnlineException
+ FullyQualifiedErrorId : 0x80070005,Microsoft.Online.Administration.Autom
ation.ConnectMsolService
However, if I run the script at least once locally on a Windows machine it starts working over WinRM. But after I reboot Windows it stops working again.
I have a strong feeling that when I run the script locally some background process is started and after that everything starts working over WinRM. But I could not identify what the process is.
I have installed Sing-In Assistant version 7.250.4556.0 (2/17/2014), Azure AD Module version 1.0.0 (1/19/2015).
It is very inconvenient to run the script locally each time Windows is restarted, so any help is appreciated.