@Steven YF Chan Thanks for posting in our Q&A. From your description, did you mean that you want to send a message to notify users when you wipe devices via intune? If there is any misunderstanding, please correct me.
Currently, there is no method to make it via intune. When you wipe devices in intune portal, it only shows the pop-up notification in intune portal:
If you have interested in this feature that acknowledge user when you remote wipe their devices by intune, it is suggested to feedback in intune user voice page. Here is the feedback link:
https://feedbackportal.microsoft.com/feedback/forum/ef1d6d38-fd1b-ec11-b6e7-0022481f8472
Thanks for your understanding.
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