You need to contact Microsoft, they will need to assist in troubleshooting O365 and Conditional Access. When a user logs in to Office, Office gets all of its rule sets from Azure. You need to look at whatever your Conditional Access requirements are in Azure and make sure JAMF is forcing devices to comply with those requirements.

From the message I am going to wager you require Intune enrollment, and the devices are probably not enrolled in Intune for Co-Management or Conditional Access is not configured correctly in Azure.