@Ainul Jasni , Thanks for posting in Q&A.
For your error, based on my research, it can be caused by many reasons. Like windows Defender and smart screen, Applocker and etc. Here is a link with more details:
https://www.technewstoday.com/this-app-has-been-blocked-by-your-system-administrator/
Note: Non-Microsoft link, just for the reference.
Here, we suggest to try the following suggestions to see if it helps:
- Please choose one affected device, check all the policies applied to this device and see if there's any policy with windows Defender smart screen, AppLocker policy configured on the device. If yes, remove them.
- Check if the User Account Control is configured to Automatically deny elevation requests under Intune security Baseline Policy. If yes, change to "Prompt for credentials" to see if it works. Here is a link with the detailed steps for your reference:
https://support.heimdalsecurity.com/hc/en-us/articles/6986977687197-Privileged-Access-Management-and-Intune-Security-Baseline-Policy
Note: Non-Microsoft link ,just for the reference.
Please try the above suggestions and if there's any update, feel free to let us know.
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