Did the screen show your solid blue line in the center of the lane shift to a curved line on the exit ramp? If it didn't, then it wasn't setup to take the exit. My car, while on AP/NoA, has the blue nav line curve off the freeway when I'm close to the exit, and the car shifts over to the exit lane. Then FSD Beta takes over and the visualizations switch to show I'm on the Beta stack.
If it did show the line curve off the freeway/highway, but it didn't take the exit, that sounds like a bug. If it didn't show the curve, I'd check your AP/NoA settings and make sure there isn't something there that got switched off for some reason.