Intune Windows 10 Security Baseline IE Settings

We have deployed the Intune Windows 10 Security Baseline, which includes the default IE Settings. However, via GPO we have published intranet sites to the intranet security zone via... GPO setting \User Configuration\Preferences\Windows Settings\Registry\IE Settings, which creates registry entries at ...HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap

and we also allow our users to add sites to the zones as they deem necessary. This works as expected and has for many years....

However, machines that are enrolled in the Intune Windows 10 Security Baseline have all internet explorer security settings blocked including adding sites...

It appears the setting in the baseline "Internet Explorer users adding sites: Disabled" does not function. I have changed this to "Not Configured" and "Enabled" with no change.. the add sites box is greyed out along with all IE Security options...

Changing the setting "Internet Explorer security zones use only machine settings" to disabled does allow the sites published via GPO to show and be effective....

We are looking to publish specific intranet sites along with a few internet sites while retaining the ability of our users to add custom sites.... Any Thoughts/suggestions...