Adding O365 AAD to Azure tenant

At our Company we have a O365 tenant with all our users and an Azure tenant with a few virtual machines.

Now i want to add the AAD from O365 to our Azure tenant and make it the standard directory, however when i log in to Azure with the service admin and add a exsisting directory, everything seems to Work fine.

1. I am logged out of Azure
2. I log in with a globaladmin from our O365 directory/tenant
3. Azure finds the directory i can tell from the name it show me, i click ok
4. It finishes and tells me the directory is now added

 But the directory never appears in our Azure tenant, am i doing somthing wrong?