Administrator audit logging doesn't record any details of the Set-ServerComponentState cmdlet in an Exchange Server 2013 or Exchange Server 2016 environment.
This issue occurs because the Set-ServerComponentState cmdlet is not logged by the AdminAuditLogProvisioning handler.
Exchange Server 2016
Exchange Server 2013
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.