Why is perfect price inelasticity of demand not considered an exception to the law of demand?
Because although some goods have perfect inelasticity over some interval, they are not perfectly inelastic over the whole demand curve - over the rest of the curve, quantity and demand will be strictly inversely related. And the law of demand doesn't have a "strictly" in there. Price and quantity are inversely related, but not strictly so, which (in the mathematical sense) means that parts of the demand curve are allowed to be perfectly inelastic.