I was getting refueled by a truck at a US airport a while back, I took the ground cable from the truck and attached it to the exhaust pipe, the refueller guy took it off and reclamped it to the bolt on the brake caliper, I asked him why, he said he was told by his boss to either use the brake caliper or tie down ring on the wing which ever offered a clean metal to metal connection but not the exhaust. No idea what that was all about.
That is a safety necessity. You should only clamp ground to the exhaust if the aircraft has not flown before and engine is cold. Reason is danger of detonation. If you have flown before and cut the hot engine by mixture, you may still have fuel residuals within the exhaust pipes. If you clamp the ground to the exhaust outlet and get a spark due to voltage difference, it may ignite. So I was told already long time ago at PPL training.