How is there not a way to print the exclusions from EPO that shows all of the exclusions your McAfee products are allowing?? When you are being audited this would be really valuable information. I don't see any way of obtaining this information.
though it is quite a time you asked for a possible solution I would like to ask wether or not you could do this with a simple export of your policies and just do some tweaking within excel or whatever Application you would like to format the xml file? It is not the solution you would like to have but the xml file (with a little formatting here and there) itself should be more than enough to fulfil the request of any audit at all, at least in the first time