@Peter Huiskens Thanks for posting in our Q&A.
From your description, I know that we couldn't allow "Dual messenger" in enrolled Samsung knox devices. If there is anything misunderstanding, feel free to let us know.
Could you please try to manually set it? We can refer to the following link:
https://www.samsung.com/sg/support/mobile-devices/how-to-activate-dual-messenger-feature-on-samsung-mobile-device/
Note: Non-Microsoft link, just for the reference.
Based on my experience, there is no such settings that we can configure to allow "Dual messenger" feature via intune.
For this issue, I have done a lot of research. I find someone has the similar requirement in intune uservoice. This is a place to collect customers' requirements and problems. We can vote and post our detailed request here.
https://microsoftintune.uservoice.com/forums/291681-ideas/suggestions/39417457-let-us-use-dual-sim-app-duplication
Thanks for understanding.
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