I cannot wait for AD Group license assignment directly into Admin Centre or Azure portal! That is how it should have been made from the start.
Anyway the solution I used is based on the powershell script you can find here :https://365lab.net/2014/04/15/office-365-assign-licenses-based-on-groups-using-powershell/
I added a line that adds a disabled Service Plans (if you look at the scripts, that line goes between the 46th and 47th lines and the 51st and the 52nd). The line goes as follow :
[font=century gothic]LicenseOptions = New-MsolLicenseOptions -AccountSkuId ":STANDARDWOFFPACK_IW_FACULTY" -DisabledPlans "EXCHANGE_S_STANDARD"[/font]
This line adds the information for disabling Exchange Online for every users when you later give the license. In my case my hybrid configuration wasn't reader yet, but you can disable any Service Plans, YAMMER for example, or any other. Of course when the script actually set the license, you need to add the -LicenseOptions option to make it work, just like this :
[font=century gothic]Set-MsolUserLicense -UserPrincipalName $User -AddLicenses $AccountSKU.AccountSkuId -LicenseOptions $Licenses[$license].LicenseOptions -ErrorAction Stop -WarningAction Stop[/font]