The phrase no exceptions often means the exceptions belong to people who do not need to ask.

Firm rules tend to be firm at the counter and flexible upstairs. The people with access, familiarity, or a direct line get their situation handled before it ever becomes a request, so no exception is recorded and none was needed. Meanwhile the phrase does its work on everyone who has to ask through the front door. The rule is genuine and it is not applied to the same population.

When you hear it, it is reasonable to ask, without accusation, whether the rule has ever been varied and on what basis. If you are inside a system, notice how often things get quietly sorted for people you know. That informal flexibility is the exception process, and it is worth making it visible.