That would explain it. When a policy is associated with a device group, the policy is inherited by all devices within that group. In such cases, the policy cannot be removed directly from the device.
Instead, you’ll need to modify the group assignment.
First, identify the device group by navigating to:
Manage > Devices > Select device > Device Group
Then proceed depending on the group type.
If the device belongs to a static device group:
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Navigate to Manage > Device Groups.
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Select the relevant device group.
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Remove the device from the group using the delete icon next to the device entry.
Once the device is removed from the group, the policies associated with that group will no longer apply to the device.
If the device belongs to a dynamic device group:
Dynamic groups automatically include devices based on defined criteria. In this case, you can create an exception for the device.
After the device is excluded from the group, the group policy will no longer apply, and you can assign a different policy if required.