This is most likely blocked by Knox or something else, maybe some old Android Enterprise was on the phone. But definitely not Headwind MDM.
Perhaps some system policies prohibit running this application in managed mode due to the specific permissions it requests.
Please check whether this application runs in a different mode (for example, Background (Agent) Mode). Just remember to allow this application to run in this configuration.
Try allowing the application to run com.sec.android.easyMover
https://qa.h-mdm.com/1175/getting-application-not-allowed-message-how-allow-running
Also check Configuration Settings -> MDM Settings tab -> Restrictions field.