For DLP, i would focus on a single, broader message..... "Use only company equipment to process company data".
In the specific case of data-blockers, users are likely to complain about "one more dongle". So, instead I would purchase travel batteries so employees can remain mobile throughout the day and jack-in during sleeping hours, at which time there is less resistance to pulling out the "company charger".
In a similar vein, I encourage users to hot-spot off their mobile phone instead of hunting down a Starbucks with a working WiFi. In doing so, I explain that this not only reduces MITM risks, but it also tends to have fewer combability issues with the corporate VPN.
Both approaches play into the broader "use our stuff to process our data" message, both leverage multiple rationales for different audiences, and both carry an underlying tone that we too value convenience.