Retrieving Office 365 users and SharePoint users are slightly different things.
With the CSOM method you describe, you will only be able to get SharePoint users who have accessed that site, or who have been explicitly added to groups on it etc.
If you want to get all of the Office 365 users in your tenancy, you need to use the Office 365 management cmdlets (https://support.office.com/en-us/article/Managing-Office-365-and-Exchange-Online-with-Windows-PowerShell-06a743bb-ceb6-49a9-a61d-db4ffdf54fa6)
Once installed, there is a Get-MsolUser cmdlet that will do what you need. There's various ways you can filter the users you want, and by default there's a limit on how many are returned, I think it's 5,000 users. If you simply ant all users, then the command to run is "Get-MsolUser -All".