When protecting a Exchange 2010 DAG on the Primary DPM server, you will not be able to select the DAG databases on the Secondary DPM server. This is by design.
Workaround: DPM supports protecting multiple copies of a database (one with express full & Incremental and remaining with copy backup ). You can protect the database copy in onsite from the primary DPM server and the database copy in offsite from the secondary DPM server in offsite.