You do NOT need a VPN to enjoy the Kodi Exodus addon or any Kodi addon. If you are in a region with no laws against streaming pirated videos, you have nothing to worry about. Your access to all the content available in Exodus is perfectly legal, and you likely aren’t being blocked from doing so by your ISP.
However, the Exodus addons do access tons of content for you to watch online that is considered to be shared illegally in most parts of the world. If you don’t do your research on all the relevant laws in your region, you may be putting yourself at risk by not using a safely encrypted VPN while browsing and streaming with Kodi Exodus.
Knowing which videos are from reliable, legal sources is nearly impossible. Many ISP services block all 3rd party Kodi addons from accessing stream sources in a proactive attempt to curtail piracy. They don’t care if the video being sought is legal or not, as it is too much trouble for them to decipher if video streams are legal or illegal. The only way to avoid this censorship is with a trustworthy VPN.