When creating a classification for files that are encrypted with Azure, you can select and assign the Azure Rights Management Encryption criteria to that classification. With this criteria, you can exclude or include scanning of Azure-protected files.
In ePO - On-prem, select Menu → Data Protection → Classification.
Select the classification to add the criteria to, then select Actions → New Content Classification Criteria or New Content Fingerprinting Criteria.
Enter a name for the classification criteria.
From the Available Properties pane, select File Encryption.
Select comparison as is equals to and value as Azure Rights Management Encryption.
Click Save.
The Azure Rights Management Encryption criteria is created and assigned to the selected classification.