Adding a little more info.
> I was expecting it would be added under the "alert filter" option of
the "session properties"
Allow to create a new alert filter rule based on an existing alert would
be an interesting feature to have, you are more than welcome to raise an
enhancement request to allow that. [1]
> 1. Do I need to add these false positives one by one, is there are any
other options to add it in bulk ?
There isn't (yet, there's an issue to allow bulk edits [2]).
> 2. Where are you maintaining these properties in zap, if not
maintained in the session.properties file ?
They are kept in the session (database files).
[1]
https://github.com/zaproxy/zaproxy/issues/new
[2]
https://github.com/zaproxy/zaproxy/issues/1603
Best regards.