It looks like Microsoft are finally rolling out support for Modern Authentication during the DEP enrollment process for iOS/iPadOS/macOS devices.
I’ve seen the following options in our of my customer tenants this week.
Once you select “Enroll with User Affinity” you get a new option for “Setup Assistant with modern authentication”
I do not see this functionality in my tenant yet that is in the same region.
Microsoft “In Development” article: https://docs.microsoft.com/en-us/mem/intune/fundamentals/in-development#new-modern-authentication-method-with-apple-setup-assistant-