It is not related to the index, the filter labels are fetched through wordpress directly.
You can exclude those listings from the results via the exclusion options (I see you already did that), however that will not affect the filter labels.
The only possible resolution here is to implement this feature I’m afraid. I have made a issue request, dated to version 4.28.1 release.
I will likely add two attributes to the {get_values} variable, so it respects taxonomy term exclusions. It is very likely this is going to be implemented, I have already checked the code and it should be possible to implement.