DLP - Let user Decide

I have not installed or tried out Symanted DLP yet so I wanted to ask you a quick pre-sales qestion.

  We are currently using CheckPoint for DLP.  Currently when an email is blocked due to DLP it will notify the user and will let the user to decided if the email should be blocked or allowed using links provided in the email. So the user will click on one of the links (Block/Allow) in the email and the email will continue to be delivered or blocked.  And we are looking to see if Symantec DLP has that type of feature where the users has some kind of control on DLP Blocked Emails, where they can decide if the email should continue to be delivered or not-? 

thank you