@AravindKM
I did restart the client several times during debugging, no change.
@Rafeeq
I did not create an exception for a filesystem object (file or directory) but for a "Bekanntes Sicherheitsrisiko" (I've got the german version here, I guess the english text would be something like "known security risk").
I got to choose the Name from a list and had 2 choices for the action, either log only or ignore.
Here's the excerpt from the client registry:
[HKEY_LOCAL_MACHINE\SOFTWARE\Symantec\Symantec Endpoint Protection\AV\Exclusions\AdminRiskExceptions\23935]
"FirstAction"=dword:00000011
"ThreatName"="Suspicious.Lop"
"Owner"=dword:00000003
"ProtectionTechnology"=dword:00000001
"SecondAction"=dword:00000011