Sounds like the brush tool settings are collapsed, so you don’t see them. As a result, you are changing the global sliders rather than the brush sliders. Look for the little triangle on the right of ‘Effect’. Make sure it points downward to reveal the sliders.
I was doing everything correctly. Finally called Adobe. Agent found a messed up file in preferences. She corrected it and things worked as expected.
Took me awhile to get use to new layout for brush with exposure sliders below brush sliders.