What are reasons for NOT connecting exposed pad (EP/thermal pad) to ground?
Note: This is the response I received from Nordic Semi customer support specific to this family of ICs.
 
When the nRF24L01+ tranceiver was made, the designers were afraid that noise would enter the radio via the center pad. So it was decided not to ground this. The nRF24LU1+ have the same radio and was the second design using this. So the decision was still to not ground the pad. When we launched the nRF24LE1, we didn't have enough ground pins, so some of the internal ground connections were downbonded to the center pad. But the radio was the still the same.

We haven't seen any issues by grounding the center pad on any of our radios, so you can say that not grounding the pad was being over-cautious. All devices since the nRF24LE1 have the center pad connected to ground.

So soldering the center pad of the nRF24LU1+ is not a problem. But how you do it depends on the layout on your boards. Any tracks / vias under the chip must be removed and replaced with a solid copper square with no solder mask. Ground this to the bottom side ground plane with a few vias. Then make a appropriate aperture in the paste mask.