@A.Elrayes, Thanks for posting in Q&A. "Require approved client app" is used to require that an approved client app is used to access selected cloud apps. For third party app, it does not belong to approved client app. So it is blocked. For your scenario, I think we can only keep "Require app protection policy" under conditional access grant and create an App Protection Policy (APP) that determines which apps on a device are managed and what behaviors are allowed.
For third parry app, to apply app protection policy, we can integrate with the Intune SDK or wrapped by the Intune App Wrapping Tool to be managed.
Hope the above information can help.
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