Web Archive adds a great deal of value to the placement of Symantec DLP.
A web archive contains incident information and the native source. Archives can be generated based on any filtered report you can design. Once the archive is available post collection handling and analysis can begin.
I like the use of Web Archive for case management also. This allows the security team to take a relevant set of information and make use of the findings either by raising an investigation or eliminating from the collection process.
In each organization the effort to get permission to store and review production grade data will be different. Start early in the process.
One last note: The data collected can be used for improving subsequent policy modifications to make sure false positives remain false positives and false negatives are kept at a minimum.
Other than that they are not very useful...
Remember to contain and protect your data because these web archives are in the clear.