Interesting question. I think enclaves and exclaves were more common back in the days before the nation state and before nationalism. This all comes down to how land is owned, I think. In the pre-modern days, lands were owned by lords, families, etc. A single person could hold a title which controlled an area. When that person died, his titles and lands were (usually) handed down to his heir(s). This lead to people like Charles V inheriting large amount of lands that weren't necessarily connected - in Charles V's case this was Spain, Austria, parts of Italy, the Low Countries and he conquered parts of the New World. The only link between these lands was Charles V. The major parts of his empire themselves weren't even necessarily one whole - the Low Countries, before his rule, were a chequerboard of small counties and duchies and so on, none with straight, pretty borders. These borders were drawn over the centuries after countless wars, after being split up dozens of times in inheritances, by treaties, etc. In this setting, it was fairly common for a lord's lands to include several exclaves and enclaves and this didn't really form a problem.

However, shortly after Charles V's reign - and you could start seeing signs of this during his, what with the unification of the Low Countries into an administrative whole, for instance - something happened. The nation state was born. The traditional starting point for this is 1648, with the treaty of Westphalia. Now, these lands were bound by more than just this single person that ruled/owned them - there was a growing administration/bureaucracy, an army loyal not to a single man but to a country, a state. With the advent of nationalism in the 19th century, this became even more pronounced. This, however, all has an effect on the borders of these lands. Countries strived to erase enclaves and exclaves, as territorial integrity became important. A large factor in this was the strive towards efficiency and centralisation. Countries became more and more indivisible. And through wars, treaties, ethnic nationalism and other forms during the 19th century, exclaves and enclaves were hammered out. Where in the past a lord could split his lands in two for his heirs - or lose a title and the accompanying lands after a war, this was no longer quite as evident as it was back then.

Enclaves and exclaves still exist, obviously, but they're more the result of difficult negotiations and difficulties drawing borders (as was the case with Baarle-Hertog/Nassau and Indo-Bangladesh) and are thus fairly different to the enclaves and exclaves of the past.

That's as far as I can figure, at least.