I believe that the persistent feature of environments only applies to Endpoints. Your screenshot seems to be showing a Script. You would also need to have the module included in the properties of the Endpoint (see below).
(figure shows a Windows PowerShell 5.1 environment configured on a PSU server running on Windows Server 2016)
Regarding the ActiveDirectory module, if you have Windows Server 2016 then you really have no practical choice but to stick with Windows PowerShell. If you have Windows Server 2019 or above then you should be able to utilize a PowerShell 7 environment in PSU with the ActiveDirectory module 1.0.1.0. The ActiveDirectory module must be 1.0.1.0 if you want to use PowerShell 7. You should then be able to achieve your objective of faster executions (on your Endpoints).
It’s possible but it’s a big deviation from how scripts currently work so we would need to refactor it to support more than one job run per process. It’s just one job, one process at the moment.