I had a distribution group converted to security group that later received an error when I tried to edit the distribution group from Exchange.
Error: Members can’t remove themselves from security groups. Please set the group to closed for requests to leave.
Run the powershell code below in Exchange Powershell.
Set-Distributiongroup "DistributionGroupNameOrAlias" -MemberDepartRestriction Closed -MemberJoinRestriction Closed