exception (n.)
late 14c., from Anglo-French excepcioun, Old French excepcion, from Latin exceptionem (nominative exceptio), noun of action from past participle stem of excipere (see except).

The exception that proves the rule is from law: exceptio probat regulam in casibus non exceptis, "the exception proves the rule in cases not excepted;" exception here being "action of excepting" someone or something from the rule in question, not the person or thing that is excepted. To take exception is from excipere being used in Roman law as a modern attorney would say objection.