Yep, I'm getting exactly the same issue myself as well... AV policy on servers is working perfectly. ASR policy is getting 'Not Applicable' for the ASR rules, but the 'Enable Controlled Folder Access' option in the same policy does show 'success'...
Servers are a mix of 2016, 2019 and 2022.
We know that Intune can apply ASR policy onto Servers nowadays, but now we can use Defender to create and apply policy 'direct'...
I've since deleted the Intune ASR policy, and created the ASR policy directly within the Defender Portal, which showed no change. I've since deleted that and re-created the policy minus the 'Enable Controlled Folder Access' setting (left to 'not configured'). This time, rather than showing 'Success' for the policy being pushed out, it's now showing 'Not Applicable' (presumably because the 'whole' policy is now not applicable, rather than the 'Enable Controlled Folder Access' succeeding, and the ASR polices being 'Not Applicable')...
Whichever way, I've got no idea why this is happening!