They're not federal employees. Federal employees are part of the executive branch, and report (ultimately) to the President. Representatives and Senators are elected to the Legislature, a co-equal branch of the government.
So, technically, they're self-employed. They pay themselves. They hire their staff directly.
That's why everyone who works for a Senator or Representative has to buy health insurance through Obamacare.
Biden didn't exempt them from the mandate, it simply doesn't apply to them.