Please review tech doc Self-enrollment scenarios, relevancy, configurations, and implications
Installing via the play store is considered an enrollment for an "unmanaged device". You have to enroll the device via the MDM solution to have a "managed device" enrollment process. That is why once a MDM solution is integration to the SEP Mobile console, administrators have the option to turn off enrollments via the play store.
As the two device entries are considered two separate devices at this point in time, merging the devices is not a solution. Users/Admins must delete these two entries and push the app via the MDM for a proper Managed Device enrollment process.