@JacobNG_ Thanks for posting in our Q&A.
For this issue, it seems there is no built-in settings can make it via intune. Based on my research, currently, we can make the device sleep or reboot. However, I didn't find if there is any CSP can make the device shut down.
What intune can do is based on windows CSPs. It is needed windows to provide such CSP.
Thanks for your understanding.
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