@Jack Nye, Thanks for posting in Q&A. Based on my checking, I find a policy named "Remove Logoff (User)" in Settings Catalog which relates with Sign Out on Ctrl+Alt+Del Screen. You can se the value to disabled to enable the Sign Out on lock screen.
Based as I know, the option Sign out on lock screen display by default. For these laptops, the options are removed. Please ensure there's no GPO set to remove Sign Out apply to these devices because GPO priority is higher than Intune policy which may affect the Intune policy apply.
Hope the above information can help.
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