Running `mdatp device-control policy preferences list` on macOS results in "Operation not supported"

Running `mdatp device-control policy preferences list` (per https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/mac-device-control-faq?view=o365-worldwide) on macOS results in "Operation not supported".

Other mdatp commands work fine such as mdatp health and mdatp scan quick.