@Robert Meany,Thanks for posting in Q&A.
Based on my experience, when you create ADMX policies from Intune or and assign them to a user, the user needs to log into the device and sync with Intune to get the relevant policy, you can try to sync with Intune to get the ADMX policy when user first login in.
Honestly, I've never encountered this issue, but you could try assigning the ADMX policy to the device group and see if you can apply it the first time the user logs in.
Hope it will help.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.