In Chapter 1: American Exceptionalism of Myth America (Basic Books, 2023) historian David A. Bell indicates that Jay Lovestone and Joseph Stalin originated the idea of American Exceptionalism in 1920, but in Democracy (1880, p.72) Henry Adams seems to capture an early precursor of the sentiment:

"Ah!" exclaimed the baron, with his wickedest leer, "what for is my conclusion good? You Americans believe yourselves to be excepted from the operation of general laws. You care not for experience. I have lived seventy-five years, and all that time in the midst of corruption. I am corrupt myself, only I do have courage to proclaim it, and you others have it not. Rome, Paris, Vienna, Petersburg, London, all are corrupt; only Washington is pure! Well, I declare to you that in all my experience I have found no society which has had elements of corruption like the United States. The children in the street are corrupt, and know how to cheat me. The cities are all corrupt, and also the towns and the counties and the States' legislatures and the judges. Every where men betray trusts both public and private, steal money, run away with public funds.

• Adams, Henry. Democracy : An American Novel. Leisure Hour Series 112. New York, NY: Henry Holt and Company, 1880. http://archive.org/details/democracyanameri00adamrich.

Had a flavor of American Exceptionalism been brewing for decades before Stalin's comment?