Apple devices support MDM. When you purchase the device, the device's firmware is configured to check in with an account owner. The firmware has an integrity feature such that this configuration cannot be removed by a user: https://it-training.apple.com/tutorials/deployment/dm005/
If OP just meant remote management through a BMC then that's not common except for server hardware, and it would have features like Redfish to configure the hardware itself. Apple devices don't have this.
You can also buy hardware to act as a remote keyboard/mouse/monitor and power button, and it supports systems whose motherboards have the right headers: https://pikvm.org/
I don't think it's fair to describe MDM as a firmware-level feature. I think it's entirely implemented and enforced within the environment of a booted macOS; the firmware isn't going to be bringing up a whole network stack to phone home.
If you had Linux on a MDM-enrolled Mac there wouldn't be anything MDM-related running during or after the boot process. But presumably any sane MDM config would prevent the end user from accessing the settings necessary to relax boot security to get Linux installed in the first place.