I had a user the other day ask to stop getting this message. Long story short, you don’t/can’t whitelist single email addresses from getting this (at least as far as I could find).
Nor should you. The message should start going away as you get a few more emails from the person.
So tell your user to sit back, relax, and not worry about it, and enjoy the fact they are less likely to be the cause of a million dollar ransomware attack. They might appreciate you and even say thank you.