This behavior is expected.

When a DLP Rule Violation occurs and a user pop-up notification is displayed, a countdown sequence of 20 seconds begins. This countdown allows a buffer between rule violation notifications. If the same content violates the same rule within the 20-seconds countdown sequence, the user sees a pop-up notification signifying that there are multiple DLP events. When the rule is triggered again, it resets the 20-second countdown. The later rule violations that result from the same content do not trigger further pop-up notifications until the 20-second countdown has completed. This design is hard coded to prevent scenarios where multiple rule violations occur simultaneously causing a cascade of DLP user notification pop-ups.

NOTE: User notification pop-ups work different with Web Post Protection Rules as described in KB93577 - How user notification pop-ups work with Web Post Protection Rules.