Bind should stop very quickly.
Exim will take a while to stop.
Because there are a lot of processes running. And most of them will finish normally before they exit. DA doesn't report the daemon as stopped until all it's spaw are stopped as well.
Which is why it seems to stop so much faster at the command line. The command line simply executives (which stops the main daemon) and returns without complaint.
If you do:
ps waux | grep exim
from the command line immediately after stopping exim from the command line, you'll see that a lot of processes are still running.
Jeff