How to add a URL not to rewrite into the Standard preset security policy for Safe Link?

In my view, Preset is for customers who do not have the time or knowledge to set up proper policies, and both Preset and Built-in (default) leave the tenant very much at the mercy of whatever Microsoft thinks is best. If you want full control, go custom for all of your accepted domains. That does mean you also inherit the responsibility of ensuring your custom policies implement any changes in the service.