Your MDM system must specify the AssociatedDomainsEnableDirectDownloads property (set to true) when issuing the InstallApplication command - https://developer.apple.com/documentation/devicemanagement/installapplicationcommand/command. See the documentation - https://developer.apple.com/documentation/devicemanagement/installapplicationcommand/command/attributes of the InstallApplication command attributes for details. So this is something your MDM vendor will need to implement and provide means of enabling the direct downloads for your app.