The device control in the agent configuration is new in DLP 15 and is used to set the level of access Windows endpoint users have to network shares and USB storage devices.
At this time there is no way to add exceptions for devices. It is either all or nothing. This could conflict with policies that would normally allow access to known devices.
If you would like an exception / whitelist for this feature please contact support or your account rep and request that your company be added to this enhacement request and refer to this KB.