In the case of Fortigate, Duo does not have an integration that supports device health because it uses RADIUS: Duo Fortinet SSL VPN 2FA, RADIUS Automatic Push | Duo Security. Again, DNG might be a great use case to lessen the reliance on VPN products.
Overall, DNG is great for VPN-less access to internal applications via HTTPS, RDP, SSH, and SMB. Not only can it enable your users to access these services remotely, but it also allows for Duo MFA, Device Health App/Policies, and Trusted Endpoints to be used - all part of a Zero Trust framework!