Please check the Histogram and you will see it is not affecting the exposure. It just changes the color balance of the which can make you think the exposure is being affected.
I should clarify
I meant when using the sample tool when sample the images neutral colors...i.e. whites, greys, and black?
If you are talking about the White Balance Temp control that is normal behavior.
The Temp slider effectively decreases the Red and Green channel exposure to increase Blue in pictures shot with low color temperature lighting (Tungsten). You will need to increase the LR Basic panel Exposure control setting to correct the "overall" exposure (RGB). Increasing the Exposure control is equivalent to shooting at a higher camera ISO, so you may also need to adjust the Noise Reduction controls to a higher setting than normally used.