Not teleoperating can have certain disadvantages due to mismatches between how humans move vs. how robots move though. See here: https://evjang.com/2024/08/31/motors.html
Thinking about it, I'm reminded of various "additive training" tricks. Teach an AI to do A, and then to do B, and it might just generalize that to doing A+B with no extra training. Works often enough on things like LLMs.
In this case, we use non-robot data to teach an AI how to do diverse tasks, and robot-specific data (real or sim) to teach an AI how to operate a robot body. Which might generalize well enough to "doing diverse tasks through a robot body".
Calling UMI an "exoskeleton" might be a stretch but the principle is the same - humans use a kinematically matched instrumented end affector to collect data that can be trivially replayed on the robot.