You may not have a good reason, but I strongly suspect there are a host of potential legal issues that HR departments are trying to avoid by insisting on an exit interview.

Basic stuff: If two weeks later you sue the company for sexual harassment, it's helpful to have you on file as having claimed you were leaving for salary reasons.

It's one of this silly social traps where you are expected to lie - just like the "greatest weakness" question during the entry interview or your aunt asking how you like the salad.

Who said they exist for your benefit?

The fact that people go to them when they could instead not go to them implies some kind of reason to go.

Or that people are easily convinced that silly rituals are mandatory when they in fact are not.

Note that HR never asks if you'd like to have an exit interview, and just ask you when you'd like to have it, as if it's already a foregone conclusion. This same trick works a lot more than you'd expect in real life. Stating something as a foregone conclusion and redirecting the line of questioning is a pretty sweet strategy for getting what you want.

Well, that would be a reason. Not a very good one. The whole point of asking, I think, is to see whether there's actually a good one, or whether people just go for the reasons you describe.

To sign your severance package.