DLP to block messages in Teams

Hi there, 

I want to block messages in teams 1:1 chats that contain the built-in sensitive info type Credit Card. We use the New Teams Client. We have SMB Premium Licence and Microsoft 365 E5 Information Protection and Governance. It is based on the template you get when you select the Sensitive Info Type in the beginning of the creation of the policy. I selected MS Teams as Location

I have one rule for credit card data with instance count 1 to Any

As it is stated in the Action box I expect that By default, users are blocked from sending Teams chats and channel messages that contain the type of content you're protecting (credit card data).

However when I send a message in a 1:1 chat with a credit card number and text blocks including MasterCard or CVV the message is not blocked.

Anybody has an idea what I did wrong? Thanks for your help.

Regards,

chrili