You will find your answer in this article: https://learn.microsoft.com/en-us/powershell/exchange/app-only-auth-powershell-v2?view=exchange-ps#set-up-app-only-authentication

The key is that the permissions are still there, you have to add a permission. Go to APIs my organization uses. Then you do not search but press load more at the bottom until everything is loaded. Then scroll and search and you will find 'Office365 Exchange Online'. Choose application permissions and there are the Exchange.manageAsApp for instance.