@Adi Zeevi Thanks for posting in our Q&A.
The remote lock and the reset passcode are not supported on windows devices, so these options are greyed out.
https://learn.microsoft.com/en-us/mem/intune/remote-actions/device-remote-lock
https://learn.microsoft.com/en-us/mem/intune/remote-actions/device-passcode-reset
Based on my research, there are no settings that can remote lock and reset passcode for windows devices. What intune can do on windows devices is based on the CSPs that windows provided. I didn't find such CSPs.
If you are interested in this, it is suggested to post in intune feedback portal. It is a place to collect customers' requirements and problems. Here is the link:
https://feedbackportal.microsoft.com/feedback/forum/ef1d6d38-fd1b-ec11-b6e7-0022481f8472
Thanks for your understanding.
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