Global Azure CLI and Azure Powershell's built-in CDN commands did not support creating endpoints with optimization type for the moment. If you have the requirement, suggest to use ARM template as a workaround. Remember to modify the parameters according to your requirements.

Powershell command goes like:

New-AzResourceGroupDeployment -Name $deploymentName -ResourceGroupName $resourceGroupName -TemplateFile global_cdn_create_template.json -TemplateParameterFile global_cdn_create_paramters.json

Azure CLI command goes like:

az deployment group create --name ExampleDeployment --resource-group ExampleGroup --template-file global_cdn_create_template.json --parameters @global_cdn_create_paramters.json

Make sure to use different deployment names if you want to create endpoints in parallel.

Logining is also required, use below command for logining:

az cloud set -n AzureCloud

az account set -s {your subscription id}

az login