Microsoft has published a Knowledge base article, that aims to clarify how System Center Data Protection Manager (DPM) handles encrypted and unencrypted files during synchronization.
"If a file hasn't changed since the last sync, DPM willn't transfer any data. If a file has changed and isn't encrypted with EFS, DPM transfers only the changed blocks of a file. If a file has changed and the file is protected with EFS, DPM will transfer the entire file.
The behavior above is by design but it's worth noting that in certain situations this may cause unexpected results if you're not aware of it. For e.g., let's say you're backing up Outlook PST files protected by EFS. Because PST files used by an Outlook client are changing continuously they'll therefore be transferred in their entirety at every synchronization. If you've many users with large PST files, this data can consume significantly more network bandwidth and storage space on the DPM server than it would consume if the files weren't encrypted," explains Microsoft in KB2476276.