So here is an interesting one.
We know Office 365 groups are a hybrid Exchange Online / SharePoint Online thing.
When you create an Office 365 Group, it creates an MSOLGroup and a UnifiedGroup object, that you can access using Windows Powershell (Get-MsolGroup / Get-UnifiedGrou).
Any email addresses that are set as Primary on the unified group, replicate up to the MSOLGroup object.
Now, you can remove them from the unified group, but they will NEVER be removed the MSOLGroup object. Try it ;-)
This means, if you need to do say a Tenant to Tenant migration, and the default msoldomain is a vanity domain, all office 365 groups will have the vanity domain as primary and you cannot remove it!
The only fix, is to delete the group! -or- raise a call with Microsoft and have your engineer engage with the Microsoft Online Domain Services Backend team (Azure AD) to remove them for you.