Could you please provide the complete DLP rule you mentioned above?
Here is an official link discussed about Resolve issues that affect DLP policy tips, you could take a reference if that's your scenario.
For DLP in Exchange online, the official document provided below information:
You can easily migrate your legacy Exchange Online DLP policies using the migration wizard. For more information, see Migrate Exchange Online data loss prevention policies to the Microsoft Purview compliance portal.
If an Answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.