@Mark Zimmer Admin, Thanks for posting in Q&A. In Intune, for MacOS, the type we can deploy is LOB, web clip, Microsoft 365 and Microsoft Edge. For sonicwall mobile connect, if you want to deploy it via Intune, the only supported type is LOB.
https://learn.microsoft.com/en-us/mem/intune/apps/apps-add
After researching, I find it only shows to install via MacOS store. You can contact sonicwall support to see if they can provide .pkg file for this app.
https://www.sonicwall.com/products/remote-access/vpn-clients/ Note: Non-Microsoft link, just for the reference.
If there's no such install file, then we can't deploy this app via Intune.
Thanks for your understanding.
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