This behaviour is controlled by the calendar app/provider and not by DAVdroid. DAVdroid just gets two events from the calendar provider and so it syncs the two events.Couldn’t reproduce the second problem. I did exactly as you said – EXDATE was set by MyKolab and then the event disappeared in the calendar as expected. I guess that’s because you’re using the default Android calender app while I use the pre-installed Samsung S Planner app. I think this problem is an instance of Issue 21426: Support for complete EXDATE format in recurring events in Calendar / pim.
Basically, this is an Android bug again. In this case, DAVdroid could provide a workaround by rewriting EXDATE to a format that the Android calendar provider understands. I have opened an enhancement issue for this, see #82