Comment by Pyrodogg

If unspecified, 'exit' would mean 'exit right' to the right side of the traffic flow. In dense urban areas it might make sense for geography or cost reasons to put it on the left in which case youll see "Exit Left" to make sure people know to be in the 'fast lane' in preparation to leave the highway since it departs the highway exceptionally on the left

I-94 and I-35E in St. Paul, Minnesota comes to mind. You just merge left onto the other highway if you need to change.