On most web hosting platforms, EXIF data in thumbnails is generally removed by WordPress itself. You can perform a simple test to verify this: deactivate ShortPixel, upload a new image, and then check the EXIF data of the thumbnails using an online tool like this one.
ShortPixel Image Optimizer does not remove EXIF data from thumbnails or the original image if you choose to keep it by disabling the “Remove EXIF” option in the plugin settings, located under Settings > ShortPixel > Image Optimization.