I just installed the MDM application on a new machine and enrolled in device management. I can see the device in Systems Manager, but not all of the profile settings are being applied. If see that under "Profiles" there is an error message that says "The MDM user needs to log in to the device for settings to be updated". I'm not finding any documentation on this and I'm not sure what it wants. I am logged into the machine and Microsoft reports that the sync is working correctly, but settings like WiFi are not propagating out to the device (which is connected via ethernet at the moment).
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