I'm encountering this problem in Firefox 3.6.12 and it's been occurring for a while -- so I'm not su

I'm encountering this problem in Firefox 3.6.12 and it's been occurring for a while -- so I'm not sure exactly what update changed the behavior but wish they'd put it back so any marked "Allow" in the Exceptions would be retained like they used to be.

Meanwhile, I've come up with a partial workaround using the free third-party Windows utility named CCleaner from http://www.piriform.com/ccleaner, which has the ability to selectively delete cookies when it's run.
How the utility operates on cookies is controlled in its Options > Cookies settings where there are two lists, one for cookies to delete and another for those to keep. By default, all cookies are in the Cookies to Delete column. To prevent that, I moved the cookies I wanted to retain to the second list and then scheduled CCleaner to run automatically at set intervals using Window's Task Scheduler and the following command-line
"C:\Program Files\CCleaner\CCleaner.exe" /AUTO
. See the CCleaner Online Help for scheduling it to run automatically.
Once that is in place you can tell Firefox to keep cookies until the expire and let CCleaner handle getting rid of all of them all except for the ones you've indicated you want retained. This isn't as good as having Firefox do it every time you start and exit the program, but is better than nothing...

Hope this helps.

Update

I just found this Mozilla extension called "CookieCuller" that might help it's at https://addons.mozilla.org/en-US/firefox/addon/82 and has a "Cookie Keep List".