There is a "Scanning for Sensitive Data, Examining content" popup that occurs regardless of whether Endpoint notification or blocking is enabled.
Data Loss Prevention Endpoint Agent 15.x and 16.x
There is a "Scanning for Sensitive Data" pop-up that occurs regardless of whether Endpoint notification or blocking is enabled:
To disable the pop-up, open the Enforce Console and follow the steps:
Done! The popup is now disabled.
For a complete description of all the "UI" agent configuration settings and how to customize them, see KB 159522.
Customizing the DLP Endpoint notification popup
And for DLP 16.x, refer to this page: About Endpoint Notifications