I have just tried disabling the Personal Certificates policy and I am still gettig my user profile marked as Roaming

Can you provide a UEM log file at log level DEBUG, that covers a full session from logon till logoff? Are these persistent or non-persistent VMs? Does UEM run correctly at logoff? (That's when we flip the profile state back to mandatory in case certificate support is enabled.)

And, from your other post:

Can you tell me what will we lose by disabling this?

In a mandatory profile, Windows pretty much disallows anything to do with the creation of certificates. If you don't use anything that requires certs, there's no need to enable certificate support.