Is your feature request related to a problem? Please describe.
Yes. I cannot set the primary site collection admin on a site. Both Set-PnPTenantSite and Add-PnPSiteCollectionAdmin only allow for adding admins to the SCA group. There is no method to set the primary admin.

Describe the solution you'd like
I would like the same functionality provided by the SPOService with Set-SPOSite -Identity $siteURL -Owner "User@domain.com"

Describe alternatives you've considered
I tried to update the Owner property on the site but it is read only. I also tried using the SPOService in conjunction with PowerShell PnP but they don't play together. So the only option I have right now is to do this action external to the rest of my script and use the SPOService to do so.

Additional context
An additional parameter of -PrimaryOwner that accepts either a user or M365 group and sets the Primary Admin to that value would be perfect.