Keep this post short and productive. Request from customer: "I want to disable the welcome message for Office 365 groups in my tenant." Solution:

The only way to remove the welcome message is connect to Exchange Online with PowerShell. First of all you have to install the PowerShell module "ExchangeOnlineManagement".

Install-Module -Name ExchangeOnlineManagement

Now you can connect to Exchange Online with this command:

Connect-ExchangeOnline -UserPrincipalName "<YOUR UPN>" -ShowProgress $true

When you are connected you can disable the welcome message for the Office 365 (and other settings) with the following command:

Set-UnifiedGroup $group.Identity -AlwaysSubscribeMembersToCalendarEvents:$false -AutoSubscribeNewMembers:$false  -SubscriptionEnabled:$false -UnifiedGroupWelcomeMessageEnabled:$false

You can disable the welcome message for all the Office 365 Groups in your tenant with the script below:

Connect-ExchangeOnline -UserPrincipalName <YOUR UPN> -ShowProgress $true

#$O365Groups = Get-UnifiedGroup | Where-Object { $_.WelcomeMessageEnabled -eq $true }
$O365Groups = Get-UnifiedGroup

foreach ($group in $O365Groups) {
    Write-Host "Disabling Welcome Message on O365 Group: " -NoNewline; Write-Host $group.DisplayName -ForegroundColor Cyan
    Set-UnifiedGroup $group.Identity -AlwaysSubscribeMembersToCalendarEvents:$false -AutoSubscribeNewMembers:$false  -SubscriptionEnabled:$false -UnifiedGroupWelcomeMessageEnabled:$false
}

Disconnect-ExchangeOnline