You need to pass the X-AllowWithAADToken header in addition to the authentication one:
$authHeader = @{
'Content-Type'='application\json'
'Authorization'="Bearer $($token.AccessToken)"
'X-AllowWithAADToken' = "true"
}
$uri = 'https://neur.proxyservice.ediscovery.office365.com/ediscovery/api/proxy/exportaedblobFileResult(blablabla)'
Invoke-WebRequest -Uri $uri -Headers $authHeader -Verbose -OutFile "D:\Downloads\1.zip"
I have a more detailed explanation in this article: https://www.michev.info/blog/post/5806/using-the-graph-api-to-export-ediscovery-premium-datasets