Spells are not exiled by Jace, Telepath Unbound's second ability in MTG Duels
Should it have been exiled? Yup.  You cast it from your graveyard, it went on the stack, resolved then returned to your graveyard.  Going to your graveyard should have been replaced with exiling the card.

Why didn't it?  No idea.  It's probably a bug.  With a game and rules as complex as Magic's, it wouldn't surprise me that something doesn't work like it is supposed to.