I have BTCD on an exchange, can I still swap for KMD if I withdraw now? Or have my coins already been claimed by the exchange?
Yes you can still swap (last swap month is January 2018), and for sure the exchange has no right to claim KMD for your BTCD.
... and now wonder if I should bother.
On one hand, BTCD price generally follows KMD price relatively to the conversion rate, with some exceptional spikes in BTCD. On the other hand, BTCD development is supposed to halt once the swap period is over and a decision is still to be made concerning what to do with the swapped BTCD.