Just as the link you posted is telling you... selective wipe... not the whole device only the company data (protected with app protection)
Did you happen to have taken a look at the ms-docs when configuring app protection policies?
https://docs.microsoft.com/en-us/mem/intune/apps/app-protection-policies#to-change-the-list-of-user-...And as also stated in that same doc, you can Target app protection policies based on device management state. So you can enroll managed and unmanaged devices in to mam just as I am also mentioning here
https://call4cloud.nl/2021/03/the-chronicles-of-mam/
