Some messages in Exchange are not being deleted by the Delete Policy because they are To or From users that are listed in an Exclusion Rule
When an Exclusion Rule is put in place for a specific criteria, these messages are exempt from any message policy in Archive Manager.
One drawback to this behavior is that a Delete Policy will not be able to delete messages from Exchange that meet this Exemption. The same behavior is seen on messages that have been deleted by Retention from the Archive.
ESM WLOG files will say that it could not action these messages because they have "Either been deleted by retention or are excluded by an exclusion rule".
WORKAROUND:
There is a configuration editor entry that enables the deletion of messages, message stubs, and documents from Exchange if they have been deleted by Retention Policy or Exclusion Rule. A new configuration setting, Exchange Store Manager Force Delete can be added to the Archive Manager Configuration Editor to allow the ESM to delete messages from Exchange. The default behaviour for this configuration setting is False.
STATUS:
By Design