Healthcare mandate was still in effect in 2017. It won't be required in 2018 if I understand correctly, so yes, you still need to file the exemption.
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Self filed AOS │Apps Received By USCIS - 3/18/19
│Biometrics Done - 4/11/19
Interview Scheduled - 4/24/19│Interview Date - 5/31/19│AOS Approval - 5/31/19
Permanent Resident Card Received - 6/8/19