Problem with .css or .js

Hi,

I have a problem when i open some sites. In particular, i add the various sites to URL Filter: Type = Wildcard and Action = Exempt. The problem is that in some sites, the blocking doesn't work. If I open the console in browser, I can see that the website is blocked because of some connections to url with extensions such as .css or .js . Thereupon, if I exempt also the blocked url, the website works correctly. How can I fix this problem ? This process is not comfortable to do every time.

Thank you.