I know this is an old ask, but its one of the few question regarding Microsoft InTune, so I thought I'd point out that the current mobile app does not support Microsoft Intune, but there is an idea request to support microsoft intune. If you are interested in seeing this feature request be fulfilled, please feel free to up-vote the suggestion. https://ideas.splunk.com/ideas/CONNID-I-13
Mobile Access Server is deprecated in the latest version v2.1.
If you have updated your app to v2.1, you can install the Splunk Add-on for Mobile Access on your Splunk Instance.
No matter whether you are in v2.1 or the old version, the Splunk Mobile App has been verified to be wrapped and work with the MDM system like Good Technology and Mocana.
Microsoft Intune has not been verified because there are lots of MDM systems. If Microsoft Intune supports the feature like wrapping app, I think it should work. You can have a try to wrap the Splunk App.