My car is usually over-zealous about getting out of right lanes "to follow route", even when it doesn't have to, so I haven't really seen this behavior because if I let it do its thing it probably would have already been over a lane or two.
However, this illustrates why we should be extra vigilant when it comes to monitoring FSD/NoA behavior. The car should have given you warning with the turn signal (and/or steering wheel shake/chime) that it was planning on taking the exit, so that you could cancel the action and not take your detour.
We have a scenario here that I take all the time. It's not quite the same as what you are describing, but similar:
View attachment 971153
I am normally going to the "left" (or straight here), but if I am going to the right, the car will almost always try to get in the far right lane. But when I am going straight, it handles this no problem, and in fact puts the LEFT blinker on to indicate that it is going straight here (and not right).
This is probably more like what you are describing:
View attachment 971155
but the lane markings are the essentially the same. (This is what I am talking about the car wanting to get into one of the left lanes).
What do your lane markings look like at the given interchange? Are they different enough such that maybe the car thought it had to exit even though it didn't intend to?
Did the car not use its turn indicator? If it did and you somehow missed it, then maybe your wife is right that you should not be using autopilot as it does take constant monitoring.