The most common reason for moving from a small parish to a city would be to seek work. Wealthier people would generally have more flexibility in their choice of residence, but many labouring occupations also entailed moving around, following the demand for localised labour -- e.g. in brickfields, canal building, industrial centres etc.
Perhaps the couple met and married in Exeter when they were both working there, and later moved away? Alternatively, one or both of them might have been employed in domestic service by gentry who had property in more than one location (town house, country house).
If it is a workhouse reference (just a possibility), the husband may have been chargeable to that Exeter parish for any number of reasons, not necessarily birth -- e.g. he could have served an apprenticeship there, or been a yearly hired servant there, or served as a parish officer there etc.
Remember also that the workhouse doubled as a hospital and didn't always indicate destitution.
Just a few thoughts.
