Microsoft Teams app has dependency on SharePoint Online and Exchange Online apps. We recommend setting the TRv2 policy on the Office 365 app instead of Microsoft Teams Services or SharePoint Online or Exchange Online separately. If you allow/block one of the applications(SPO or EXO, and so on) that is part of Office 365 it will also affect apps like Microsoft Teams. Similarly, if Microsoft Teams app is allowed/blocked, SPO and EXO with in Teams app will be impacted.