I've enabled Web Content Filtering in Microsoft Defender for Endpoint for an Azure Virtual Desktop environment running Windows 11 Enterprise Multi-Session OS. Though Edge will block explicitly added "indicator" URLs, it will not block any web categories. Also, when I go to the reports in security.microsoft.com for web category filtering, there are no traffic detected. I've enabled SmartScreen as well, which does block the "known bad" phishing test pages that Microsoft hosts. I've also enabled network protection, but I read that it doesn't work on Windows Azure Virtual Desktop multi-session hosts.