The latest Intune update allows you to configure the Delivery Optimization for Windows Update in Windows 10/Windows Server 2019 (yes, Delivery Optimization is also available on Windows Server 2019 
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Do configure the Delivery Optimization you need to create a new Device Profile for Windows 10 or Later and then choose the Delivery Optimization profile type, then you can define how the Delivery Optimization will work – from HTTP only to Bypass mode
- Not configured: End users update their devices using their own methods, which may be to use the Windows Updates or Delivery Optimization settings available with the OS
- HTTP only, no peering: Get updates only from the internet. Don’t get updates from other computers on your network (called peering or peer-to-peer)
- HTTP blended with peering behind the same NAT HTTP blended with peering across a private group: Get updates from the internet and from other computers on your network. Peering occurs on devices in the same Active Directory Site (if it exists) or the same domain. When this option is selected, peering crosses your Network Address Translation (NATs) IP addresses
- HTTP blended with Internet peering: Get updates from the internet and from other computers on your network
- Simple download mode with no peering: Gets updates from the internet, directly from the update owner, such as Microsoft. It doesn’t contact the delivery optimization cloud services
- Bypass mode: Use Background Intelligent Transfer Service (BITS) to get updates. Don’t use delivery optimization.
