@shelleyng, Thanks for posting in Q&A. Based as I know, currently, Intune only has the app protection policy to restrict data sharing to managed apps. It does not provide a direct method to block specific file formats from being shared via web WhatsApp or desktop WhatsApp
https://learn.microsoft.com/en-us/mem/intune/apps/app-protection-policy
You can feedback in the following link to see if we can get this feature in the future.
https://feedbackportal.microsoft.com/feedback/forum/ef1d6d38-fd1b-ec11-b6e7-0022481f8472
Thanks for your understanding.
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