Read: Question - Malwarebytes Anti-Exploit- Should I use it?If you keep your software and OS updated - and aren't a high-risk user, then the probability of an exploit is low - something like less than 2 % according to industry data. Therefore, anti-exploit protection isn't needed - statistically - for the vast majority of users.
If you want layered protection, then anti-exploit is one of the basic layers.
My attitude towards exploits that they are very unlikely - yet still possible (true 0-Day). Therefore, I run all commonly exploited programs - browsers, Adobe products, office suites, archivers, etc - with limited file system and registry access rights using AppGuard. AppGuard will not prevent an exploit, but it will block the post-exploit actions. I have seen it stop a nasty exploit payload from altering the system.