When monitoring for encrypted email attachments DLP is not detecting that an attachment is encrypted, thus no incident is generated.
We have different encryption formats selected, but in doing some testing for Office 2016 (Word, Excel, Powerpoint) they aren't detected with these legacy formats.
File type detected as Encrypted Office Open XML and not one of the three Microsoft file types:
When seeking to detect on encrypted/password protected Microsoft Office documents (Word, PowerPoint, Excel) use the Encrypted Office Open XML Encryption Format for desired results for the Message Attachment or File Type Match Detection Rule.