A blue exclamation point that's displayed next to an OU container in GPMC indicates that the container has Block Inheritance enabled, which means that settings made to parent containers aren't applied to the OU (unless the policy for the parent container has the "No Override" option configured). You can confirm that Block Inheritance is configured for an OU that has a blue exclamation point by right-clicking the OU; "Block Inheritance" should be selected on the displayed context menu.