If the 'exhaust brake' switch on the dash is in the 'on' position, the exhaust brake will engage (and green dash light with come on) whenever you lift your foot from the throttle pedal.
If you turn the exhaust brake light switch to the off position, the exhaust brake will not engage when you let off the throttle. That is generally how Freightliner set them up.
I had a 2002 Journey with CAT engine and hated the way the exhaust brake worked. I installed a device called a 'Brake Switch' that would allow me to leave the dash switch 'On' but the exhaust brake would not engage unless you actually pressed the brake pedal.
2019 Grand Design Solitude 384GK 5th wheel. Glen Allen, VA