That's very much not the intended way but getting all exits except the switch palaces is a really neat challenge. There are some exits you have to be crafty about and some levels, especially some of the castles, become a lot harder. I've done these no-palace 100% runs twice and they're a great way to ramp up the difficulty.
Still working towards 96 exits. Taking longer than I thought. Though I am trying to do it the suggested intended way and saving the switch palaces for last.
Me, I just gotta clear out Valley of Bowser to get 96*, I didn't think I would bother but what can I say, I know the game well and I still love it.