A) Exit visas? What, in North Korea?

This is a problem in the same way that bringing both a passport and a pair of underwear is a problem: You could enter a country with the passport, and then show the underwear when you leave, and they'll be surprised and upset because the underwear doesn't have any stamps in it.
Just like you show the same object when entering and leaving if you are carrying a passport and underwear, you do the same if carrying two passports. Why would you switch midstream? And why should the possibility of foolishly doing this provide an argument against traveling with two passports?