Your exit interview almost never affects any change. But, sometimes, the powers that be already wanted to do some change, like firing your incompetent boss, and

Your exit interview almost never affects any change. But, sometimes, the powers that be already wanted to do some change, like firing your incompetent boss, and your exit interview provides a nice piece of documentation for the pile in their PIP (pre-firing incredibly-useless process) of said manager and his/her eventual firing.