I would assume it’s a program issue. Most security software like that buries itself deep into the computer making a typical Intune Wipe not as efficient as a bootable windows reinstall. With a bootable you are wiping the whole drive VS the built in reset feature which needs to retain some files in order to reinstall.
I would get a test device to confirm this by removing it from all Intune management then doing a bootable reinstall. If you have no issues on the laptop after doing this I would look into possibly wrapping the uninstaller you used into a win32 app, I just hope it has silent commands for your sake. Or you could go the remediation script route to detect the software then run their official uninstall commands, then just run it per device when you are ready to wipe them. If you don’t have the licenses for that you could also create a normal platform script with the same functionality you’ll just have to assign it by group and except the brief time they have with no web filter.
Also typically software with agents like that installed have some sort of central management, do they have an uninstall or disable option from their portal?
I’m no where near an expert i’m sure others may have better suggestions.