Ah, nice.

> That this isn't achievable directly from the standard dialog is probably a good idea to avoid training Joe Average User to become blind to the warnings.

Yes, this is a very good point.

I feel like there's a (probably smaller, but still not insignificant) middle ground of people who generally know what they're doing, but would still like the extra layer of protection, for whom the per-app exceptions would be handy. Having it not the default, though, is probably a good thing.