Good afternoon Joe,
As Ryan mentioned currently there is no support for Office 365 for Network Prevent for Email. Right now in order to scan and prevent email leaving the Office 365 cloud you would need to bring it back on premise and then process it with NPE which can then block it or not. A reason for doing this is that you still have on premise Encryption so your mail is going from Office 365 -> on premise MTA -> Encryption -> Internet. If this was the case you could put the mail system inline and then leverage Network Prevent for Email just like you are currently.
Jonathan