("I" don't know why, "it" just happens sometimes.)
Or for instance, if you're viewing a house on the market: "Kitchen is to the left, sitting room to the right; office is upstairs." It's certainly a casual register, but it's no less grammatical than including the articles explicitly.
In the ancestor comment's "Exception is when ...", the article is implied but elided, in the same way. (I inferred "the".) You could argue whether it's effective to drop the article there, because it's ambiguous in the way you noted, but it's still grammatically valid. (Chomsky's "colorless green ideas" is the usual example where semantic sense diverges from grammatical validity.)
It’s possible that my sensitivity to this kind of error (or causal register, if you prefer) is due to experience learning other languages that don’t have articles like those in English. I doubt it, though. Many others probably also find sentences stripped of articles as jarring, and that’s useful for anyone learning English to know.
As I learner, I generally want it to be understood by speakers of the language as easily and with as little friction as possible.
You need an article here.
If there's only one exception, it should be, "The exception is when...", and if there are multiple exceptions, say, "An exception is when..."