Enable device lock when screen lid is shut

Hi all,

I use a mixture of dell and HP devices with intune with HP devices they lock when the lid is shut, this setting I have not made myself and seems automatic. 

I have followed some guides to try doing it via intune or powershell no luck. Like: https://niklastinner.medium.com/sleep-lock-device-on-lid-close-intune-configuration-profile-power-management-ec3bf45f6e05

Any ideas?