Confirming it here - the brighter lights, and the Directionality in the Scattering in your scene brings it out more. The Exclude is definitely excluding something, as most of the scattering in the volume disappears, but right enough something remains. We will have a look into it!
Didn't find a workaround for now either, tried out all sorts of things, but other than lowering the scattering directionality in the volume material (which only reduces the effect, doesn't really negate it, plus it would change how the scattering looks), I couldn't see a way to avoid it.
(Internal ID=73135811)