The instructions for Mac MDM has the following information:
In addition to the APNS certificate, Server certificate and Signing certificate, you will also need intermediate certificates to verify that the chain of certificates used can be traced back to a trusted root certificate. The Certificate Authority that issued the Server and Signing certificates to your organization should provide the associated intermediate certificates.
It doesn't really say what to do with the Intermediate Certificates obtained from the CA.
For MDM for Mac, we should treat the Intermediate Certificates like the other certs required for MDM.
Add the Intermediate certificates to the Management Console as follows: