Disable Automatically clean up malware not working

Question

Hello everyone, 
 I'm trying to configure Sophos Intercept X to not to Automatically clean up malware or PUAs when detected on some servers and computers. So I go to the current Threat Protection Policy of the computer where I'm testing and disable the Automatically clean up malware option and save changes. 
 
 I test this configuration by unzipping PsTools wich includes PsExec and PsExec64 (usually detected and blocked for being a PUA) and instead of only detect them, a few minutes later Sophos deletes the files.

I'm using a Windows 10 Pro (it is no a WM) but I have also tested this in a Win Server 2016 without success. 
 
 Any suggestions? 
 
 Thanks in advanced. 
 
 Best regards,

FormerMember · Answer

Please see the documentation: https://docs.sophos.com/central/Customer/help/en-us/central/Customer/concepts/ConfigureMalwareProtection.html Automatically clean up malware : Sophos Central will try to clean up detected malware automatically. 
 If the cleanup succeeds, the malware detected alert is deleted from the alerts list. The detection and cleanup are shown in the events list. 
 Note: We always clean up PE (Portable Executable) files like applications, libraries, and system files, even if you turn off automatic cleanup. PE files are quarantined and can be restored.

FormerMember · Answer

Exclusions are global - yes. 
 It will be returned with some caveats - if the PE is less than 75MB in size and it is still in the Safe Store. 
 Be aware, adding an exclusion will let the PE run without interference - other than from Exploit prevention. With that in mind, folder exclusions are very dangerous and should only be done in specific circumstances.