You're misunderstanding Zaleucus' sumptuary laws, and you're taking the passage out of context. The passage that you're referring to is from Diodorus Siculus 12.21, who reports it as saying:

τῶν γὰρ ἄλλων ἁπάντων ἁμαρτανουσῶν γυναικῶν ἀργυρικὰς ζημίας τεταχότων οὗτος φιλοτέχνῳ προστίμῳ τὰς ἀκολασίας αὐτῶν διωρθώσατο. ἔγραψε γὰρ οὕτω: γυναικὶ ἐλευθέρᾳ μὴ πλείω ἀκολουθεῖν μιᾶς θεραπαινίδος, ἐὰν μὴ μεθύῃ, μηδὲ ἐξιέναι νυκτὸς ἐκ τῆς πόλεως εἰ μὴ μοιχευομένην, μηδὲ περιτίθεσθαι χρυσία μηδὲ ἐσθῆτα παρυφασμένην, ἐὰν μὴ ἑταίρα ᾖ, μηδὲ τὸν ἄνδρα φορεῖν δακτύλιον ὑπόχρυσον μηδὲ ἱμάτιον ἰσομιλήσιον, ἐὰν μὴ ἑταιρεύηται ἢ μοιχεύηται. διὸ καὶ ῥᾳδίως ταῖς τῶν προστίμων αἰσχραῖς ὑπεξαιρέσεσιν ἀπέτρεψε τῆς βλαβερᾶς τρυφῆς καὶ ἀκολασίας τῶν ἐπιτηδευμάτων: οὐδεὶς γὰρ ἐβούλετο τὴν αἰσχρὰν ἀκολασίαν ὁμολογήσας καταγέλαστος ἐν τοῖς πολίταις εἶναι.

While everywhere else immoral women were made to pay fines in money he fixed their licentiousness by means of an ingenious punishment. For he wrote the law thus: "a freeborn woman may not be followed by more than one slave-woman, unless she is drunk, she may not leave the city at night unless she is an adulteress, she may not wear gold nor clothing with a border [i.e. hemmed with purple] unless she is a courtesan, and a man may not have a ring containing gold or a Milesian-style cloak unless he is going to sell his body and commit adultery. So by removing the shamefulness of the penalties he easily turned them away from harmful luxury and the pursuit of licentiousness. For no one wanted to be laughed at by the citizens because of his shameful licentiousness

The point of the law, according to Diodorus, is that there were no direct penalties attached to acts of shameful behavior. Rather, the law stipulated that since anyone who was drunk, an adulteress, or a prostitute could engage in such behaviors then anyone who was seen behaving in such a way must necessarily be a drunk, an adulteress, or a prostitute and was therefore subject to the justifiable stigma of the community. This, Diodorus argues, is a better solution than the imposition of fines, which does material damage to the culprit but does not teach the sense of shame that is obviously lacking. It's not an exception to the law, it's the actual penalty of the law itself.

I rather doubt that any such law existed among the Epizephyrian Locrians at any time. Zaleucus was one of several legendary or semi-legendary lawgivers of the Archaic Period, and his life is even less certain than some others. He's certainly not as firmly fixed historically as Solon, who's more or less the only one of these figures that we can talk about with any certainty. There is no evidence that the Epizephyrian Locrians had any kind of a comprehensive written constitutional code or even civil code of the sort that we find at Gortyn. Moreover, the contents of Zaleucus' statutes was not even clear in antiquity--elsewhere the tradition affirms that Zaleucus did in fact impose monetary fines on people which were fixed and could not be changed. Moreover, the Epizephyrian Locrians were typically used in antiquity as an example of a people who maintained traditions that were excessively rigid and often didn't really make very much sense, but to good effect. So Demosthenes refers to a law of the Epizephyrian Locrians that anyone trying to propose a new law should appear with a rope around his neck, with which he is strangled it his motion does not pass. Demosthenes notes approvingly that this prevents frivolous or seditious laws from being proposed, and that only one new law has been passed among the Locrians for a couple centuries.