I checked this behavior internally and our Product Team confirmed that the supported "-IpsecIntegrity" values are GCMAES256, GCMAES128, SHA256 only.
The values provided in the What IKE/IPsec policies are configured on VPN gateways for P2S? are default values and are not available for a custom policy
You can refer to the supported values for any Parameters in the "Accepted values" section of New-AzVpnClientIpsecParameter for a Custom Policy
I have created a work item to update the document, highlighting the above.
Thanks,
Kapil
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