iCloud and Email and syncing
Yes, you can forward any email from your exchange account to icloud! 

So you don't have to sync your exchange–emails sepperatly! 

Go to the email settings in your exchange account,there must be an option where you can forward any incoming email to another address. 

When you want to transfer all your old emails as well:use mail on Mac, create your two accounts and move all exchange emails to an icloud folder! 

You can also send from your exchange-account: create your account in the settings, but disable the option to synchronise the emails. 

When you now want to send a new email, you have the option from which account you want to send it.