From what I can tell most pickups with diesel engines do not come with exhaust brakes on them, except, I believe, for the latest iteration of the 6.7 Cummins. For those of you who have diesels, do ...
My 2013 GMC 2500HD came stock with it (as do all of the new DuraMax vehicles as far as I know). Just for the record, though, it's actually a variable vane turbocharger and not an "exhaust brake" as implemented on may class 7 and 8 tractors.