If you know the server address(es) that are used in your game (or the server you choose to connect to), this exemption can be easily organised by creating an unrestricted rule that applies to that IP address.
For example, if the server you play CSgo on has the address 1.2.3.4, you could simply add a rule like this:
Source: local host
Destination: 1.2.3.4
Rate: Unlimited
Place this rule above all limiting rules, e.g. at the top of your ruleset.