Block download policy for SharePoint sites and OneDrive is one of SharePoint Advanced Management features.
So, in addition to the license you currently have, this feature requires a Microsoft Syntex - SharePoint Advanced Management license.
As a workaround, conditional access policy also can block download for all SharePoint site collections.
Note: Due to GCC High environment, cannot apply conditional access policy for one site collection.
Require one of following licenses:
- Microsoft Syntex - SharePoint Advanced Management
- Microsoft 365 E5/A5/G5
- Microsoft 365 E5/A5/G5/F5 Compliance
- Microsoft 365 E5/F5 Information Protection and Governance
- Office 365 E5/A5/G5
1.Go to Azure Active Directory admin center -> Protect&secure -> Conditional Access -> New policy.
2.In the Users section:
3.In the Cloud apps and sections:
4.In the Session section:
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