Nessus scan would usually get detected and notified by the IPS component in SEP

If you do not wish the user to be alerted by the same for some reason you can follow the steps below:

1. Login to SEPM
2. Go to Monitors > Logs > NTP Logs > Attacks
3. You should find the alerted event with a Unique SID, make a note of the SID
4. Now click on the Policies tab in the SEPM > Click on IPS policies and Then click on Edit on the IPS signature which is applied to the SEP clients affected
5. Click on the exceptions tab, Click Add and Add the same SID which gets detected at the time when a Nessus scan is run
6. You choose both the ACTION to perform and LOG for the relative SID

Hope this helps. Thanks :-)

You can setup Centralized Exception policies for the AV clients to ignore or log the Nessus scans. 

http://service1.symantec.com/SUPPORT/ent-security.nsf/2326c6a13572aeb788257363002b62aa/f7602d481cc0cb8e882574020062b021?OpenDocument