Compliance Center DLP Policy Tips

Hello jjboffy , I realize your question is 3 years old, but hopefully this will be helpful to others.
Our Purview setup is similar to yours. 

A better workaround that we found -- since "Message Type is" is not currently compatible with policy tips (see: https://learn.microsoft.com/en-us/purview/dlp-ol365-win32-policy-tips#conditions-that-support-policy-tips-for-outlook-for-microsoft-365-users) -- is to have one Purview policy in enforced mode, containing the "message type is" exception (which corresponds to when people click the "encrypt" button) and no policy tip, but have a 2nd policy, which has a policy tip, but doesn't contain the incompatible condition (message type is.) This 2nd policy is in simulation mode with policy tips. 

This way, people can still see the policy tip, but it doesn't prevent them from sending the message. 
The only downside is that clicking the "encrypt" button doesn't dismiss the policy tip.