collect doesn't do expansion for you -- it just collects what is visible at
the topmost level of the expression tree so you have to do whatever level of
expansion is necessary:
>>> exp(x+y)+exp(x)
exp(x) + exp(x + y)
>>> collect(_,exp(x))
exp(x) + exp(x + y)
>>> collect(_.expand(),exp(x))
(exp(y) + 1)*exp(x)
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