You cannot simply add to what is already there. When you write to local policy using the CLI, you overwrite its content with whatever new policy you install. If you want to add to your local policy file, first copy its content into a text editor and then make your additions. After you have a complete policy you want to install, you can do so as shown in the following example:
10.78.1.198 - Blue Coat SG210 Series>en
Enable Password:
10.78.1.198 - Blue Coat SG210 Series#config t
Enter configuration commands, one per line. End with CTRL-Z.
10.78.1.198 - Blue Coat SG210 Series#(config)inline policy local eof
<cache>
delete_on_abandonment(yes)
eof
ok
10.78.1.198 - Blue Coat SG210 Series#(config)
Note: Though the example policy is small, these commands can be used to install policy of any size.