Exclusive mode allows the application to take control of the audio device on the computer or device involved. It allows for sample rates to switch automatically to ensure bitperfect playback of the content and it is as the source. Without your at the mercy of the operating system running the audio, a fixed sample rate it chooses or you choose so the os will resample all content to that fixed rate , also any other app can also add system sounds etc. Not something desirable for hifi playback.
You can’t run the latest plexamp on a pi only an older version and it’s headless without any form of remote as the latest PlexAmp is windows, Mac, Linux or iOS and Android. This can only send audio via Airplay or Chromecasts Sonos or play locally it can’t control any other instance of PlexAmp. They keep saying they will add it but it’s been years already without it.
If you run it on a pc then usb out to DAC is what you need but no exclusive as discussed above, but you can control it with the GUI on that pc.