Hi,
We can't install DPM 2016 on SQL 2016 SP1 or a later release.
Issue: Installation on SQL 2016 SP1 (or a later release) isn't supported.
https://learn.microsoft.com/en-us/system-center/dpm/prepare-environment-for-dpm?view=sc-dpm-2016
https://learn.microsoft.com/en-us/system-center/dpm/prepare-environment-for-dpm?view=sc-dpm-2019