It is desired for DLP Network Discover to return a list of incidents that, in effect, create a list of PST files found on a Discover Target.
This functionality is not germane to the use-case for DLP, but it is possible to do.
The configuration for this to work is very specific:
Policy:
Message Attachment or File Type Match - (MSG, PST)
--AND--
Message Attachment or File Name Match - *.pst
The Discover server MUST have Outlook installed.
The Discover scan must NOT have "Scan PST Files" selected.
This is the only configuration that will return a list of PST files.
As an alternative, you can leverage the dir command from an Admin cmd prompt, with the content root as the current directory on the cmd prompt:
dir /b /s *.pst >list.txt
This will return a text file called list.txt in the current directory of all the files ending with .pst.
This workaround is given as best-effort.