Use the cast command for [string[]] :
$sd = New-Object 'System.Collections.Generic.SortedDictionary[int, string[]]' $sd[0] = [string[]]("Data1a", "asda")
Other parameters - change the type of the dictionary value to object[] :
$sd = New-Object 'System.Collections.Generic.SortedDictionary[int, object[]]' $sd[0] = "Data1a", "asda"
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