The "cleansing" process is not part of a SAS program, but happens within EG processing on the client side of things. It works this way because if it tried to transfer the text file to the server for processing first, it's already too late. A text file whose encoding doesn't match the server's session encoding could already cause errors.
If you text file is already on the server and you want to "clean" it, you would have to write a DATA step to read in the text content and emit lines that don't contain the offending characters.
Chris