Update Connect-ExchangeOnline.md

Author: chrisda

exchange/exchange-ps/exchange/Connect-ExchangeOnline.md

@@ -678,7 +678,11 @@ Accept wildcard characters: False
 ### -SkipLoadingCmdletHelp
 **Note**: This parameter is available in version 3.3.0-Preview1 or later of the module.
 
-Use the SkipLoadingCmdletHelp switch to prevent cmdlet help from loading when you connect. You don't need to specify a value with this switch.
+The SkipLoadingFormatData switch avoids downloading the cmdlet help files for REST API connections. You don't need to specify a value with this switch.
+
+When you use this switch, you don't get local help files for any cmdlet.
+
+This switch doesn't work with the UseRPSSession switch.
 
 ```yaml
 Type: SwitchParameter