As you can see from my comment below the blog post we're facing the same issue. I reinstalled a client to make sure to get the newest version of the Intune Management Extension. But the registry key InventorySettings is still missing. Is it possible that this requires a non-public preview of the Intune Management Extension (or maybe just a Windows 10 Insider build)? Has anyone else (except from the Microsoft MVPs) these registry keys? :)
the IME agent is controlled from the Intune cloud services by delivering policies for configuration, installation and so on. It might be the case that MS didn't enabled this feature for all the tenants/clients right now. Your agent is able to run this but a policy needs to turn it on on your devices. This would create the registry key then. Features are in general rolled out in phases and therefore it is common that not all tenants see all features at the same time. When MS discovers problems during feature rollout, the feature might also be more delayed for tenants which didn't got the feature yet.