Hi Isaias ,
I would like to explain this is expected behavior. If you have Exchange server, after Dirsync, the relevant user mailboxes will not be created in Office 365 even though you assign Exchange online licenses for synced users. Geven the situation, we just need to deploy such as staged migration, cutover migration or Hybrid to achieve your goal. For details, you can refer to Mailbox Migration to Exchange Online
Thanks,
Johnny Zhang