An Exit snap doesn’t write to the error view, so it’s going to cause the pipeline to fail when it fails. The Error Pipeline is only there to catch documents that snaps write to their error views. Sorry, that’s kind of a subtle distinction.
I’ll try to elaborate a little more. When an Error Pipeline is attached to a pipeline, any snaps that are set to stop the pipeline execution when writing to the error view will instead pass the error document to the Error Pipeline. Since this is the default mode for snaps, your error pipeline should already be receiving errors without having to add any Exit snaps. You would only want to add an Exit snap if you really wanted a pipeline to stop instead of continuing in the face of errors.