@Richard Berry, Thanks for posting in Q&A.
From your description, I know you are enrolling a personal device with user enrollment. For this method, it requires Managed Apple IDs. Please ensure we have it. Here is a link with more details:
https://learn.microsoft.com/en-us/mem/intune/enrollment/ios-user-enrollment
From the steps you provided, it seems we have performed "Enroll my iPhone.". Based on my researching, we will be asked to enter iPhone Passcode to Install Profile. But it seems the one you display is different. Could you get a screen shot of it? Could you confirm if we have configured MFA for the user?
Here is link list the steps to do user enrollment on end user side, you can read it as a reference:
https://www.petervanderwoude.nl/post/getting-started-with-user-enrollment-for-ios-ipados-devices/
Note: Non-Microsoft link, just for the reference.
Hope it can help.
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