On most website hostings, the EXIF data in thumbnails is generally removed by WordPress itself. A simple test can be performed to verify this: deactivate ShortPixel, add a new image, and then check the EXIF of the thumbnails with an online tool like this one.
ShortPixel Image Optimizer doesn’t remove the EXIF data in thumbnails or in the original picture if you choose to keep it by disabling this option in the plugin settings (Settings > ShortPixel > General > Remove EXIF).