Finally I got below script to remove user from all site collections in office 365 Tenant J
$credential = Get-Credential
$Adminurl = "https://XXXXX-admin.sharepoint.com"
Connect-SPOService -url $Adminurl -credential $credential
write-host "Connected" -foregroundcolor green
$sites = get-sposite
Foreach ($site in $sites)
{
Write-host "Removing users to $($site.URL)" -foregroundcolor yellow
Remove-SPOUser -Site $site.url -LoginName user@yourdomain.com
}