Microsoft Purview compliance portal
Data Loss Prevention – Restrict egress activities when accessing sensitive websites in Microsoft Edge (U.S. Government clouds)

This capability allows restricting common egress activities as users navigate protected sites or access sensitive content via Microsoft Edge. With this new capability, organizations will be able to designate groups of protected sites and apply different restrictions, and monitor or restrict common egress activities when users visit protected sites with audit, block, and block override controls.

November CY2023