To use an exit transfer, it either has to be the last point on the conveyor (no other transfers, including to other conveyors, decision points, photo eyes or stations after it). Or the item has to be send there and this has to happen before the item reaches the exit transfer. An item will stop at the end of an exit transfer if you don't change the default settings of the transfer.
You can also load an item from a conveyor without an exit transfer by creating a task sequence through other means (Process Flow or code in triggers).
load-from-conveyor.fsm