Yes there is a way to create a "no Protection Policy" for volumes. When you are creating a volume, you can select not to protect the volume in the 3rd screen by selecting "none". This will trigger an "Important" alert in Infosight. You have the option to turn off alerting in the Nimble however you can not currently do this at a volume level. We are planning to have more detail alerting features in the future. This feature of limiting InfoSight alert is currently in our list for future enhancements in development.
We courage you to call into Nimble support 877-364-6253 and reference RFE (Request For Enhancement) 34686 to move this request higher on our priority list if this feature is important.