@Prasad N, Thanks for posting in Q&A. Based on my checking in Intune, there's a policy setting named "Allow Local Log On" in Settings Catalog which only allow the users added to this policy to access the device. It may help you.
Meanwhile, I have found a link describe to configure ‘Allow logon locally’ automatically using PowerShell and Microsoft Intune. You can also refer to it.
Note: None-Microsoft link, just for the reference.
Hope the above information can help.
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