Think about it. Every other dungeon has one. Why should Prophecy have no exotic?
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It should have also received a Master Mode and Artifice Armor as well, but also agree that it should have had an Exotic tied to it. Wishender and Xenophage are done mostly out of their respective Dungeons, with the final part(s) needing the Dungeon itself. The quest during Season of Arrivals for the catalyst on the Ruinous Effigy needed several of Savathun's Eyes destroyed that were hidden inside the Dungeon but that was only during that specific Season.