With introduction of Virtual Connections, we can create extracts at the Virtual Connection level, not only at the data source or workbook level. The data policy can only be applied to extracts created at the virtual connection level. If a data source (published or embedded) that connects to the Virtual Connection is extracted, the data policy will act as a one-time static filter on the extract data.
The following message will display during extract creation:
Extract will contain user-filtered data