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Hi,
The short answer is that a proper "rejected" data management in Data Prep/Studio is part of our roadmap. Per the current plan, it's candidate for the 7.3 release.
This said, today, I suggest you to play around the following scenario: in Data Prep, you can perfectly create a new empty column (such as "reason why?"). When filtering on invalid values in your prep, fill in this column with the corresponding reason using standard mass functions.
Thanks,
Patrick