I think if the exotics we're taken from the wild it could be wrong, but a lot of them nowadays are being bred to be pets. If you don't 'adopt' them, someone else will and if you're the type to make sure that you give that animal the very best you can, it's likely you're better for it than some of the other people buying them.
Also, the rabbit for example. The big ones don't tend to make as good of pets because they are typically bred for food or in some cases taken from the wild. But if you go out and buy a dwarf rabbit, who are bred to be pets, the 3 I've had were really sweet and had a entire room for themselves to roam around.
If you we're to let a pet exotic go back to the wild, it would likely die. Because it's used to being fed and living a different way.