[10.7] This frame has no script, why does tracing show up an exitFrame handler?

Messages such as enterFrame and exitFrame are sent through the messaging hierarchy just like mouseClicks are. If your frame doesn't have a handler for them, the messages will be passed on to the movie script(s). Any stray exitFrame handler in a movie script will therefore be executed by default for any frame that doesn't have a handler of its own.

Tracing should show up what script the handler occurs in. You can either modify that script to stop the default behaviour (either removing the handler altogether or changing the script type to "score"), or, if you want to retain the default behaviour in other cases, put a handler such as:

on exitFrame
  dontPassEvent
end exitFrame

in the script channel for that frame to intercept the exitFrame message.