if you use the standard settings, the quarantained files are deleted after 30 day. If you want to change this behaviour you have to edit the global agent configuration (tab miscellaneous).
The reason why the files are quarantained is:
1) User copys file to USB drive
2) DLP Agent deletes files
3) User thinks files are stored on the USB drive
4) User deletes files
If the files are deleted from the USB drive without beeing moved to Quarantine, the files are lost.