@Carlos Lino, Thanks for posting in Q&A. From your screen shot, I notice the device is domain joined to an on-premise AD environment. Based as I know, GPO enrollment is recommended for such devices.
For the Enroll in device management only option, we mainly use local administrator account to connect the device. You can login the device with a local admin account to see if the option will appear:
Hope the above information can help.
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