I cannot answer as to whether you are the first person to try Exoplanet with multiple languages in conjunction with WPML, but you are the first to ask us about this issue.
Whilst we are working on implementing this functionality for release in a future update, please understand that it is difficult to justify development time for the many thousands of third-party WordPress plugins that are in existence, as well as the many millions of different variations in content that it would be possible to create, especially for a theme that we are giving away for free.
The Pro version currently doesn’t support this, and this extra WPML compatibility is in development for both the free and pro versions.