More information are available on the Firmware description.
MAX 10 Firmware Update - Additional Information for JTAG Muxing
If customer firmware should feature JTAG muxing it is necessary to select "Enable JTAG pin sharing" within Quartus Prime.
This can be done by selecting Assignment → Device, as shown in the following figure.
In the next window it is necessary to click on Device and Pin Options..., as visible in the next figure.
Then select "Enable JTAG pin sharing" in the Options box as visible in the next figure.
With this option, JTAG muxing should be possible.