Hello,
Thanks for your e-mail and sorry to hear about the problem. We did not encounter it up until now. I did a check on our optimization servers logs for your images and indeed the images are received with the EXIF option set to keep it. Did you try to add a new image and check if the EXIF is removed for that one?
Please contact us on https://shortpixel.com/contact so I can further assist you in an easier mannner.
Regards,
Simon.