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I am curious, does Cloud Security have the ability to review and then approve/reject email like email security does?
I'm happy to report as of our Feb. 18th upgrade, CAS now has additional capabilities around this:
DLP Inline Protection for O365 email and Gmail (prevents sending of sensitive data)
Administrators have multiple options for how they want to configure remediation workflows. More details can be found in the updated Cloud App Security Administration Guide for O365.
Currently, CAS does not have an option for Cloud Security Admin to review and then approve/reject email (like Approval box on Email Security) at this time. An alternative option at this time is to send alerts to Admin/User (based on the DLP policy settings).