Microsoft constantly improve and update Azure Powershell and added new fix and cmdlet. Your version may be older version and getting an error when execute certain cmdlet. You can verify by typing the following command:
Browse to https://github.com/Azure/azure-powershell/releases to check on latest version.
Our version is 0.9.8.1
and latest version is 1.0.1.
To update, you can download the latest windows installer.