@rr-4098 Thanks for posting in our Q&A.
"Managed By ConfigMGR" means the compliance policy's workload is in SCCM. If you want intune manage it, please try to switch compliance policy's workload to intune. Here is the article can be a reference:
https://learn.microsoft.com/en-us/mem/configmgr/comanage/how-to-switch-workloads#switch-workloads
Hope it will help.
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