that's not an Azure / Jamf Issue. You might need to configure a SSO
Extension and give the apps you want to use with SSO access to the
credentials.
https://learn.microsoft.com/en-us/mem/intune/configuration/use-enterprise-sso-plug-in-macos-with-intun...
Also make sure to not use the "ALL USERS" Option, it will only cause
trouble. ref.:
https://learn.jamf.com/en-US/bundle/technical-paper-microsoft-intune-current/page/Configuring_the_Microsoft_Intune_Integration.html#ariaid-title2