Hello,
Thank you for contacting the support.
You can exclude the pages from sitemaps by entering the page IDs under Rank Math > Sitemap Settings > General > Exclude Posts.
Here’s a guide with more details:
https://rankmath.com/kb/configure-sitemaps/#exclude-posts
Hope this helps.
Thank you.
There is no any options as exclude post found under the settings you said. 
Hello,
You’re checking the wrong tab. As mentioned in my previous reply, you’ll find that option under Rank Math > Sitemap Settings > General > Exclude Posts.
Here’s a screenshot for a quick reference: https://i.rankmath.com/WNq3Ae
Hope this helps.
Thank you.
Hello,
We’re glad that we could address the concern.
Please feel free to get in touch if you require any further assistance.
Thank you.