Restore VDI statement to Supported Platfroms section

Author: Brenduns

memdocs/intune/protect/includes/security-config-mgt-prerequisites.md

@@ -54,6 +54,8 @@ Policies for Microsoft Defender for Endpoint security management are supported f
 - Windows Server 2019 (with [KB5006744](https://support.microsoft.com/topic/october-19-2021-kb5006744-os-build-17763-2268-preview-e043a8a3-901b-4190-bb6b-f5a4137411c0))
 - Windows Server 2022 (with [KB5006745](https://support.microsoft.com/topic/october-26-2021-kb5006745-os-build-20348-320-preview-8ff9319a-19e7-40c7-bbd1-cd70fcca066c))
 
+Security management for Microsoft Defender for Endpoint will not work on non-persistent desktops, like Virtual Desktop Infrastructure (VDI) clients or Windows Virtual Desktops (WVD).
+
 ### Licensing and subscriptions
 
 To use security management for Microsoft Defender for Endpoint, you need: