They exist, the exotics refer to those that can be picked up. Exotic Engrams that drop from enemies, Exotic Catalyst, Otherside Sparrow from strikes, Nightfall Exotic Cosmetics, and even Blind Well Tier 3 reward if it's exotic. (Raid chests count too, Castellum, EoW ring puzzle and SoS orb jump puzzle) Basically anything that you can physically pick up counts. Xur engrams, Exotic quests, and exotics received directly as a challenge reward do not count. Also, Engrams that go to the postmaster don't count.