Email Security - Protected Mailboxes vs Unprotected

Hello, I've been playing with Email Security and it seems that if an address for the domain is not part of the protected mailboxes list, it will be denied and rejected by the Sophos Gateway?

Is there a way to say: "if not in the list, just forward and don't protect"?

I don't want to have to add all mailboxes and aliases for a domain, just the ones that matter.