You have set the lights of your scene to look nearly Ok without exposure control, that is when there are not problems.
I have left only the skylight and removed the ceiling. Then I set it with his normal exposure of 8 (as it was 0, unusual for a skylight). Automatically the scene needs exposure control to 15 and in this situation the denoise will appear as a black image (attached file)
It could be that yes the exposure is affecting the display in the render window but the denoise is applied before it. And if the image is too dark or too bright it seems that the denoise is not a fully 32 bit effect and has a limited range (wild guess) I sometimes see it white, sometimes black, sometimes with halos and color distorsions and sometimes with clamped black or white levels.
This is a single light, but could be more relevant when we are working in a large environment with exterior and interior lights and we need to keep a large dynamic range and be able to change exposure without affecting individually the lights.
I'm not sure of this, simply I try to understand why in some situations the denoise doesn't work at all and what workarounds are that doesn't have a negative effect.
I have not yet used the other noise reduction system. I hope first to be able to use in a reliable way the "simpler" one.