Endpoint DLP restrictions not applied when document created in OneDrive-synchronized folder

I have a DLP policy for Endpoint, restricting activities for MIP-labeled documents, among them printing and copying.

I can print a labeled document created in the "Documents"-folder. The "Documents"-folder is synchronized with OneDrive.

I cannot print a labeled document created in the "Downloads"-folder (NOT synchronized with OneDrive), even if moved to the "Documents"-folder.

Glad for any input or ideas.