Every MSC transactions sends a small amount of BTC directly to J.R. Counterparty does no such thing, proving that it's completely unnecessary.
The output to the Exodus address is another thing: there are several ways to tag and identify a meta-transaction, for example transactions can be created with an additional output to a specific address (Master protocol) or one could encode some magic bytes (XCP) within the data payload. Or one may use OP_RETURN with some magic bytes etc. etc. ...
But there is actually another reason: DOS protection. DOS is not yet an issue and may not be in the short term, but for the same reason that there is a DEX fee (XCP and MSC both use one) or a Bitcoin transaction fee in general, this is a filter against spam.
Magic bytes in the payload is just simply a
much better way of identifying transactions. It's cheaper, it's truly decentralised, and it doesn't send J.R. any of your money for bogus hand-wavy reasons like "DOS protection", which Bitcoin obviously handles itself through standard BTC TX fees.
What if someone steals the private key to the Exodus address from J.R.? What if he loses it? Why take the chance?