I have the option to not make it permanent at the bottom of the dialog in 4.0.1 on OS X. By default, it's checked, but it is also clearly there for me.
Edit: A screenshot, for anybody that doesn't see it: http://i.imgur.com/rkZ4c.png Just above "Confirm Security Exception" is the checkbox.
Bad UI then. I never got that far. The button on the "WARNING!" page says "Add Exception..." which leads me to believe that it will not be temporary. If it is a temporary exception, then why do I need to add it anywhere.
Edit: A screenshot, for anybody that doesn't see it: http://i.imgur.com/rkZ4c.png Just above "Confirm Security Exception" is the checkbox.