I'm new to Intune and currently experimenting with the Security Baseline

On Bogdan comment, sometimes you have to enable a policy to configure the disable. By setting this to the default policy you are making sure the configuration is the way you what it. And if someone does change the registry entry, it will change back again.

Hy,

the Security Baseline are basically ADMX Backed Policys and they are requiring a specific SyncML format for configuration.

https://learn.microsoft.com/en-us/windows/client-management/mdm/policy-csp-internetexplorer?WT.mc_id=Portal-fx#internetexplorer-restrictedsiteszoneallowscriptlets

With “Allow scriptlets | Enable -> Scriptlets | Disable”, it is likely that a registry value other than 0 is set for “Allow scriptlets”, as this is normally set under “Allow scriptlets | Disabled”.

Check the Registry's and conclude for yourself is the best that you can do.

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\PolicyManager\providers

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\PolicyManager\AdmxInstalled

Good luck!