To support customizable block pages, administrators must deselect Use Apple native block page. In this configuration, Jamf blocks the device's access to iCloud Private Relay. The device will notify the user of this the first time they connect to any network.
For supervised Apple devices, in addition to disabling Apple native block page, Jamf and Apple both recommend restricting iCloud Private Relay on the device through your UEM. This prevents users from receiving notifications about the iCloud Private Relay being incompatible upon connecting to a new network. For more information, see Restricting iCloud Private Relay for Supervised Apple Devices.