@Mohammad Moeini Thanks for posting in Q&A.
Based on my research, it seems the security policy is not supported to deploy to MDE only devices.
Currently, it seems we can only create the following profile type policy for this kind of devices
- Antivirus
- Firewall
- Firewall Rules
- Endpoint Detection and Response
- Attack Surface Reduction
https://learn.microsoft.com/en-us/mem/intune/protect/mde-security-integration#deploy-policy
Hope it can help.
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