Intune is feature incomplete.
Unlike SCCM/MECM, there is no check box to “Allow users to view and interact with the program Installation”. This type of feature is needed for application installations to display GUIs.
So with Intune, we need to use ServiceUI.exe as mentioned here.
FYI: You might want to tell MS you need this feature and vote for it.
At this time, it only has 80 votes!