Please see the official content for Endpoint Privilege Management on learn.microsoft.com: https://learn.microsoft.com/intune/intune-service/protect/epm-overview#requirements
- As of June, 2025, the requirements section calls out that AVD isn't supported at this time. There is currently no distinction there between mulit-session or single-session.
- Per the roadmap (https://www.microsoft.com/en-gb/microsoft-365/roadmap?rtc=3&filters=Microsoft+Intune&searchterms=endpoint+privilege+management), July looks to be when support for AVD single session will arrive.
You can also monitor the Intune articles for Intune’s In Development and What's new articles to better glean what is in the works, and what changes or new capabilities are now available.