Update Connect-ExchangeOnline.md

Added note to SkipLoadingFormatData per Issue #11092

Author: chrisda

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

@@ -679,6 +679,8 @@ The SkipLoadingFormatData switch avoids downloading the format data for REST API
 
 When you use this switch, the output of any Exchange cmdlet will be unformatted.
 
+Use this switch to avoid errors when connecting to Exchange Online PowerShell from within a Windows service.
+
 This switch does not work with the UseRPSSession switch.
 
 ```yaml