SharePoint: Due to organizational policies, you can't access this resource from untrusted device

Hi,

I am configuring an Office 365 tenant with Microsoft Purview sensitivity labels and I configured a Label that blocks access from unmanaged devices.

I configured my PC to be compliant, adding it to the Azure AD (using System Settings --> Accounts --> Access work or school).

In Intune, the PC appears as compliant.

The sensitivity label is configured in the following way:

However, when I access the SharePoint site, I get the following error that is supposed to be shown only for non compliant devices.

Do you know why this happens despite the device is considered compliant in Intune?

Thanks