It's not possible as you would expect. Reported as a bug here and closed as Status: WontFix. Details below.

14 freshst...@renuval.com Version: Version 28.0.1500.95 m OS: Windows 7 64 bit

We've read on an earlier Issue from 2011 that it's intended behavior as well, but some people on the same Issue weren't sure: https://code.google.com/p/chromium/issues/detail?id=71179
Chrome Help sites discuss the topic here:
https://support.google.com/chrome/answer/2693767?hl=en
Note that the Media Exceptions page doesn't explicitly say that you can add exceptions, it only says you can deny. It does, however, point you to the Manage Exceptions page on this topic which does say that you can add using a button. This looks like it's just unintentionally misleading.
After re-reading everything carefully, we assumed based on the help article that the only way to de facto allow an exception is to click "Allow" on a site requesting an exception that is running on HTTPS as Chrome will only remember your preference for Media Exceptions on HTTPS sites. It seems a bit restrictive for users who are savvy enough to edit their own security settings deep down in the menu tree, but security is security.

15 ser...@chromium.org

Thank you freshstart. This is exactly it. Https means that "allow" can stick.
Your question was also already answered on Super User :
You add a rule by going to the site in question and then, if Media setting is "Ask when a site wants to use a plug-in to access your computer", it should prompt you for what to do - that will then get set as a specific exception.
You only use Manage Exceptions to remove existing exceptions.
See Allow sites to access your camera and microphone and Manage exceptions
Another Stack Overflow answer had a workaround , but it reportedly does not work any more. Via How to allow Chrome to access my camera on localhost?.