Are you sure you're trying to connect to a "vanilla" Exile server? Check the mod list in the bottom right hand corner, the DLC might be red text if you don't own it, but if there's anything there (e.g., Zombies and Demons, Esseker, AllInArmaTerrainPack) then you need those additional mods. Otherwise, try restarting Steam and verifying the integrity of Arma 3. I had this exact problem before and doing this fixed it. Let me know if you need any more help!