Same here, MDM using Microsoft Intune. So I don't think it's specific to a particular MDM implementation. If the profile is configured with "Allow documents to be shared only within managed apps/accounts" it seems to be what causes the issue. However, asking the IT team to remove this is not the solution in my opinion as it breaks the company policy in many cases and can leak private data from managed apps. Since photos/contacts are not managed apps, they should be able to be sent out. It's a bug, most likely due to the fact that they changed iMessage to be stored in the cloud now and did a lot of work around iMessage and broke something.