Maybe I was not clear in my explanation.
When creating a new profile, I have several option that are grouped in "Development" and "Distribution".
When I choose "macOS App Development" from the "development" group, the "additional entitlements" page shows up.
When I choose "Developer ID" from the "distribution" group, the "additional entitlements" page does not show up.
Is it still an unexpected behavior? In the e-mail I received, it mentions
Your request to use Endpoint Security was approved for development. When creating a new development provisioning profile in Certificates, Identifiers & Profiles, you’ll see a template containing Endpoint Security entitlements. So I was wondering, maybe I was only granted entitlement for development? Is that not the normal process? If you can confirm that I will send the reply to the email to ask for full permission.