If you drag/drop one or more directories onto the Projects tool window, there are user configurable default excludes that SlickEdit will uses (Tools>Options>Application Options>General>Exclude filespecs). When using this method, SlickEdit will remember other options like whether you want to "Add as wildcard" etc. The default settings for Exclude filespecs does exclude all the files you want excluded.
When the Add Tree dialog is accessed in other ways, it restores your previous settings but if you start with a clean config, you won't have any previous settings.