It has just been announced: the Azure AD Domain Services now supports Azure Resource Manager virtual network (in preview)

Until then, Azure AD DS was only supporting classic virtual network.

During the preview both classic and ARM virtual network will still be available, so you will have to choose BUT the end target is to get all in ARM, so do not use classic virtual network if you are going to enable Azure AD DS.

If you already had Azure AD DS, wait a little bit to be able to migrate from the classic virtual network to ARM virtual network; this will come.

DO NOT  disable your Azure AD DS to gain advantage of the ARM virtual network functionality; wait for the migration process scheduled for later this year.