Is it a requirement of BSA to maintain multiple address locations on Exempt customers?

No. But the more you can demonstrate you know about your customer, the easier justifying your exemption will be. For example, if you exempt a chain of Dunkin' Donuts franchise stores (single ownership), examiners will want to know how you review the relationship each year. One of the things you'll want to know is how many donut stores deposit with you (to warrant the huge amounts of cash).