Setting up and managing device configurations using Intune
then is supposed that all settings there are unblocked
No, not necessarily as it's not about the delivery vehicle (Admin template vs. Settings Catalog) it's about the settings themselves which are distinct from the method used to deliver them.
ADMXs are documented under the Policy CSP at https://learn.microsoft.com/en-us/windows/client-management/mdm/policy-configuration-service-provider