Sharepoint - Site collection audit settings: /_catalogs/MaintenanceLogs library missing

Learned from Microsoft support that this is an expected behaviour. Newly created site collections are not provisioned with this library any longer as this functionality is available in the O365 Security & Compliance center.

If this is expected behavior then why is the ability to configure it in the UI allowing you to get an error message?

Also, something I noticed is that I didn't have audit events from SharePoint in the Security and Compliance center until I turned on auditing for site collections.

I've put in a DCR to Microsoft to see about getting this fixed if anyone cares to help me by upvoting it since they don't seem to think this is a bug. I mean if you don't want people turning it on, or that capability is elsewhere in your tenant, then why allow people to enable it from their site collection settings?

https://sharepoint.uservoice.com/forums/330318-sharepoint-administration/suggestions/34693603-cannot-enable-site-collection-audit-logging