Sitecore Powershell Extension throws null-valued expression exception

On a fresh Windows VM I installed powershell extensions module:

Install-Module SPE

Then I am trying to invoke a remote script on my sitecore instance:

$url = "https://my-sitecore.azurewebsites.net"
$session = New-ScriptSession -Username admin -Password b -ConnectionUri $url
Invoke-RemoteScript -Session $session -ScriptBlock { Write-Host "Foo" }

But it fails with

You cannot call a method on a null-valued expression. At C:Program
FilesWindowsPowerShellModulesSPE6.0.0Invoke-RemoteScript.ps1:344
char:21
+ $taskResult.Content.ReadAsStringAsync().Result
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : InvalidOperation: (:) [], RuntimeException
+ FullyQualifiedErrorId : InvokeMethodOnNull

How can I fix it?

Remove-Package SPE
Uninstall-Package SPE
Install-Package -Name SPE -RequiredVersion 5.0

$session = New-ScriptSession -Username "admin" -Password "b" -ConnectionUri $url