Additional Microsoft Defender tools and services that provide security across various platforms and environments
Yep - this is supported. You can keep the Configuration Manager client installed for software deployment, inventory, compliance, etc., while moving Microsoft Defender Antivirus/Endpoint Protection configuration to Microsoft Defender for Endpoint. You are not removing or uninstalling the ConfigMgr client. You are moving the authority for Defender configuration from ConfigMgr to MDE.
The behavior you are seeing is consistent with ConfigMgr still being detected as the management authority. Excluding the servers from the ConfigMgr Endpoint Protection collections and seeing "Unmanaged" in Endpoint Protection Deployment Information does not necessarily cause the MDE configuration-management switch to occur. The MDE setting is effectively a handoff mechanism, and Windows needs to meet the prerequisites for MDE security settings management.
For Windows Server, first verify that the servers are actually onboarded to MDE and that the MDE sensor is healthy. In the Defender portal, check the device's MDE onboarding status and make sure the device is represented as an onboarded Windows Server rather than merely being visible through another management/inventory mechanism. Also verify that the MDE-Management tag is actually present on the device that MDE is evaluating. Your enforcement scope should include Windows Servers and the scope/tag combination must include those machines.
The important part in your case is the existing ConfigMgr Endpoint Protection policy state. I would not rely solely on the collection exclusions. Check the local server for the ConfigMgr Defender policy that remains in effect. Run Get-MpPreference and inspect the Defender configuration, and also check the relevant ConfigMgr Endpoint Protection policy information under C:\Windows\CCM\Logs, particularly EndpointProtectionAgent.log, EndpointProtectionReporting.log, and PolicyAgent.log. If ConfigMgr is still applying an Endpoint Protection policy, the MDE configuration-management transition can be prevented even though the console reports the deployment as "Unmanaged."
Regarding the MDE portal saying the device is "Managed by ConfigMgr" and ConfigMgr showing the device as "Unmanaged" - those two states are not necessarily contradictory. "Unmanaged" in the ConfigMgr Endpoint Protection deployment information means ConfigMgr is not currently reporting an active Endpoint Protection deployment for that device. The MDE "Managed by ConfigMgr" designation is about the security configuration-management authority that MDE believes currently controls the Defender settings.
I would also verify that the ConfigMgr client version and the server OS are supported for MDE security settings management. Since you have Server 2016 through Server 2025, do this on one test server first rather than changing the entire server population. In particular, make sure the MDE agent/platform and Windows Defender Antivirus components are current, because an old Defender platform or unsupported MDE component can prevent the management-authority transition.
One other thing to check is whether you have enabled the relevant MDE security-settings-management functionality for servers in the Defender portal and licensed the servers appropriately. The MDE "Enforcement scope" setting you described is the correct area, but enabling it does not override an existing management authority if the device does not satisfy the prerequisites.
I would troubleshoot one server rather than making more collection changes. On that server, confirm that MDE is onboarded and healthy, confirm the MDE-Management tag is visible in the Defender portal, confirm the server falls within the Enforcement scope, verify that no ConfigMgr Endpoint Protection policy is still being received locally, and then examine the MDE/Defender management state again. The ConfigMgr client should remain installed throughout this process.
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hth
Marcin