Per the documentation for the Zero Phishing functionality:
Protected Domains - Add domains for which Password Reuse Protection is enforced.
SandBlast Agent keeps a cryptographic secure hash of the passwords used in these domains
and compares them to passwords entered outside of the protected domains
So, this dialog box is definitely about corporate password reuse, and is not about exclusions.
The SBA TE blade does have an exclusion configuration option... by default it is set to "Inspect all domains and files", but there is a dialog box to add exclusions there. I am not sure if these exclusions would be used by the browser extension / Zero Phishing feature though...
I did just have a Business Dev Director approach me and say that this was a problem for him as he was demoing websites for prospective customers and the "Scanning..." thing that Zero Phishing does on web forms "...did not look good...". <sigh>
Hopefully the exclusion setting will apply to the Zero Phishing feature, or I may need to add policy to disable this for a group of users / computers.