In that context, I think Matt’s “exit plan” means making sure you have what you need to leave the country ASAP.
Passport, visa if needed (depending where you want to go), perhaps cash/traveller’s checks, that sort of thing.
Maybe an overseas bank account, and a residence in another country, even if it’s just a small apartment.
Matt could very easily leave the USA in an instant if he had to, and let’s face it, he could run his website from anywhere on the planet as long as there’s a decent internet connection.
Of course, not everyone has those options, but I think that’s what he’s hinting at.
Out of the frying pan, into the fire.