我尝试在我的环境中重现相同的结果，结果如下：

我运行了与您相同的PowerShell脚本，并得到了如下所示的响应：

#Connect to Azure AD
Connect-AzAccount -TenantId <tenantID>
Connect-AzureAD

#Set variables for the app
$appName = "test"
$secret = "MySecret"

#Create the app
$app = New-AzureADApplication -DisplayName $appName -PublicClient $false

#Create the client secret
$bytes = [System.Text.Encoding]::Unicode.GetBytes($secret)
$base64 = [System.Convert]::ToBase64String($bytes)
$startDate = Get-Date
$endDate = $startDate.AddYears(1)
$secret = New-AzureADApplicationPasswordCredential -ObjectId $app.ObjectId -CustomKeyIdentifier "MyCustomKeyIdentifier" -Value $base64 -StartDate $startDate -EndDate $endDate

#Retrieve the tenant ID
$tenantId = (Get-AzureADTenantDetail).ObjectId

#giving Reader Role
New-AzRoleAssignment -ObjectId $app.ObjectId -RoleDefinitionName "Reader" -PrincipalType "ServicePrincipal" -Scope "/subscriptions/<subID>/resourcegroups/<myRGname>"

#Print the App-ID, tenant ID, and client secret
Write-Host "App-ID: $($app.AppId)"
Write-Host "Tenant ID: $tenantId"
Write-Host "Client Secret: $($secret.Value)"

• • 答复：**

当我在Portal中进行相同检查时，成功创建了名为**test**的应用程序，如下所示：

若要向此应用程序添加Microsoft Graph Directory.Read.All权限，可以运行以下PowerShell脚本：

$Graph = New-Object -TypeName "Microsoft.Open.AzureAD.Model.RequiredResourceAccess"
$Graph.ResourceAppId = "00000003-0000-0000-c000-000000000000"
$DirectoryReadAll = New-Object -TypeName "Microsoft.Open.AzureAD.Model.ResourceAccess" -ArgumentList "7ab1d382-f21e-4acd-a863-ba3e13f7da61","Role"
$Graph.ResourceAccess = $DirectoryReadAll
$app = Get-AzureADApplication -SearchString "test" 
  
Set-AzureADApplication -ObjectId $app.ObjectId -RequiredResourceAccess $Graph

• • 答复：**

当我在Portal中进行相同检查时，**Directory.Read.All**权限成功添加到应用程序，如下所示：

要授予管理员同意上述权限，您需要创建服务主体并运行PowerShell脚本，如下所示：

$sp = New-AzureADServicePrincipal -AccountEnabled $true -AppId $app.AppId -AppRoleAssignmentRequired $true -DisplayName "test"
$graphsp = Get-AzureADServicePrincipal -Filter "AppId eq '00000003-0000-0000-c000-000000000000'"

New-AzureADServiceAppRoleAssignment `
             -Id $DirectoryReadAll.Id `
             -ObjectId $sp.ObjectId `
             -PrincipalId $sp.ObjectId `
             -ResourceId $graphsp.ObjectId

• • 答复：**

要确认这一点，您可以检查成功授予管理员同意的门户网站，如下所示：