@Matthew P Thanks for your explain.
For this issue, I have checked on unenrolled windows devices. If we are not an admin account, we can't see this setting "Set Time zone automatically". So, it seems related to windows itself, not intune.
At the same time, I have done a lot of research. I find this setting "Set Time zone automatically" is controlled by the following registry key:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\tzautoupdate\Start
To turn off "Set Time zone automatically" The DWORD value should be 4.
So, it is suggested to try to write a PowerShell script to change the registry key and deploy it to the device via intune.
Thanks for understanding and have a nice day.