I'm sorry, but this product is defective. It blocks messages from Microsoft notifying the customer it has blocked a message. It blocks messages from Microsoft when requesting Migration Reports be sent to users. It blocks and doesn't notify because it's defective.
I have many tenants beginning to complain about missing emails they are expecting because the email sent to notify them there's something in a quarantine that they don't even know they have are getting blocked by the same product they don't know they have had forced on them.
By default.
You HAVE to turn this OFF.