You cannot directly enforce the PowerShell execution policy today using a CSP and the ADMX for this is currently blocked for use via an MDM.
The block is being removed and the ADMX will be surfaced in Intune soon though. Both of these should be available by summer for all supported versions of Windows (although that's not a guaranteed timeline or commitment).
For now, the best you can do is setting the appropriate registry value I believe although I haven't actually tried this (or if I have, I don't remember).