I don't think that what you are looking for is a dedicated feature/policy option.
Would be nice to have, but an RFE would probably be needed to have it added, sorry to day it (https://support.checkpoint.com/results/sk/sk71840)
You can always try to ask your SE/Contact at Check Point.
This thread is related and offers Connection Awareness as a kind of work-around but it's not really the desired feature.
https://community.checkpoint.com/t5/Endpoint/what-is-the-purpose-of-disconnected-policy/td-p/205901
https://sc1.checkpoint.com/documents/R82/WebAdminGuides/EN/CP_R82_HarmonyEndpointWebManagement_Admin...
The disconnected state description in the documentation seems to need to be revised, and seems more specific to an on-prem Endpoint Management Server (EPMS) solution that is only accessible when connected to the LAN/in the office.
Meaning that the EPMS set up does not include access to the server over the Internet (access when off site via static NAT).
With MaaS always online and reachable, and endpoints almost always online when booted up (apart from the flight mode or similar scenario) the Disconnected state is less likely.
"For example, you can enforce a more restrictive policy if users are working from home and are not protected by organizational resources. You can define a Disconnected policy for only some of the Endpoint Security components."