Folder exclusions only work on local drives. This is due to the fact that it is impossible to predict the internal NT names used by the operating system. The operating system has many ways to interface with network mapped drives, which enables Command Anti-Malware to scan, but not always allows it to exclude in a reliable way.
If an application is running slower because of this, we recommend to uncheck scan network drives under Settings then Scan Settings
This setting typically causes files to be scanned twice (on the server and the workstation) so it is not necessary.