Unable to bulk add members to a Distribution Group

Hello,

I have a CSV file c:\users.csv which has list of UPN.  The format looks like this:

UPN
user1@mydomain.com
user2@mydomain.com
.....

I am able to use the below command to add members to an Office 365 Group:
Import-CSV "C:\users.csv" | % { Add-UnifiedGroupLinks -Identity "Office 365 testgroup" -LinkType Member -Links $_.UPN  }

However, I am getting an error if I specify a Distribution Group I create in the O365 portal Exchange admin console.
"This operation couldnt be performed because object 'testgroup' couldn't be found on ......outlook.com.....

What is the main different between the two type of groups?  How do I fix the issue?

Thanks.