A good read for you:
HTTP Strict Transport Security (HSTS) is a web security policy mechanism which helps to protect websites against protocol downgrade attacks and cookie hijacking. It allows web servers to declare that web browsers (or other complying user agents) should only interact with it using secure HTTPS connections, and never via the insecure HTTP protocol. HSTS is an IETF standards track protocol and is specified in RFC 6797.
Browser listed on that page:
Chromium and Google Chrome since version 22.214.171.124
Firefox since version 4; with Firefox 17, Mozilla integrates a list of websites supporting HSTS.
Opera since version 12
Safari as of OS X Mavericks
Internet Explorer 11 on Windows 8.1 and Windows 7 when KB 3058515 is installed (Released on Windows Update in June 2015)
Microsoft Edge and Internet Explorer 11 on Windows 10 support
Short version: It's protection against malware and spying tools, etc. "Exceptions" are a backdoor. HSTS is eliminates the backdoor.