I definitely think there isn't a need for this. Malwarebytes is keeping whatever technique they use to mitigate exploits secret, which does not sound nice to me instantly. Without knowing the techniques involved we cannot critique of compare it with other solutions.
However, based on in depth analysis of the software by other researchers, I think the most powerful component inside the product is layer 3, the payload block. It is this component that allows malwarebytes to seemingly "outperform" other solutions. What happens is that the component injected into the protected process detects the execution of shellcode by monitoring the functions called and using heuristics, which it then proceeds block. This works well if indeed shellcode or an executable payload is dropped. However, there a disadvantages, such as how the exploit can call different functions from the ones being monitored and it can bypass Anti exploit. Also, there is the case of false positives.
While this feature sounds nice, you need to note that with a good antivirus/BB, layer 3 is quite obsolete as your antivirus should be able to block your payload. Many products can achieve what Anti-Exploit does in layer 1 and 2, so there isn't a need for another program.