Soloing Exuro is a good way to quickly gain experience. There is a Titan bounty right outside the portal to the Gate of Madness, and Exuro is a level 28 boss, so under the influence of a Scroll of Hunter's Insight a character gains 1624 XP for each kill. Scrolls with higher XP bonus will not have an additional effect here.
Also, Exuro is very easy to farm. His mob has no enchantment strippers, no interrupts and the most health degeneration they can give is -7 from burning. His green item is moderately valuable for such an easy farm.
If farming him, sometimes you will aggro a mob right outside of the spawn point. If they kill you, you will be resurrected far enough to continue your run without compromising anything.
Bug! Sometimes Exuro will suddenly stop doing anything except for keeping his Attunement up. Especially when you first kill Pain Titan from his group. This bug also exists in Hard mode.
Exuro Flatus can be roughly translated as, I burn (down) the wind, from the Latin, exuro (meaning I burn (down)) and flatus (meaning wind). Some players think it means Burning Fart