Jamf Connect is designed to be MDM agnostic. It has no reliance on Jamf Pro for any of its features.
Jamf Pro does include an integration to make deploying and updating Jamf Connect easier and it does contain a feature to repurpose a username collected during custom enrollment for the login window, but that's not specific to Azure AD and it's more of an MDM feature not a Jamf Connect feature.
If Intune lacks some of Jamf Pro's capabilities that make using Jamf Connect easier, that would be the only difference I can see. But I don't know Intune's capabilities.
Talking Moose is the expert here. But I will add my experience with Intune. You will want to create the profiles in Jamf Connect Configuration tool to create your config profiles and, maybe, tweek them by hand. You will then upload the profiles to Intune and assign them.
I haven't used Intune in nearly a year, but last I looked, they did not have any option to install packages during setup (like Jamf has), so you will need to install Jamf Connect after setup, even if you are using Automated Device Enrollment.
I never actually implement JC with Intune, but it can probably be done. I think the hardest part will be uploading the Jamf Connect pacakges and getting them installed from Intune. (Unless you use Munki or something else to do your package installs.)