Pedantic aside: This isn't the right way to use this phrase. The exception that proves the rule is the data point that demonstrates that it makes sense to call it a rule and not just something which is always true.
'Dogs bark' is proven a rule by cats meowing, not by a dog that doesn't bark
The original sense is "No parking on sundays" proves that parking is allowed on other days.
The colloquial sense is that if something is a surprising, it shows that its opposite was a useful rule of thumb, or at least one you'd established in your head. (E.g. if you are surprised by a dog that doesn't bark, this surprise is meaningful and says something about what you think about dogs and barking.)
If palantir is shocking as a SV company, this says something interesting about what you think about SV companies.