@Sandip Tawade Thanks for posting in our Q&A.
For this issue, it seems that the compliance policies' workload is in ConfigMgr.
https://learn.microsoft.com/en-us/mem/configmgr/comanage/how-to-switch-workloads#switch-workloads
If you want to intune manage compliance policies, please switch this workload to intune.
Hope it will help.
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