Yes, they should. But this is not an exclamative sentence. "What a bore!" is an exclamative sentence. "What a bore." is not.
Neither are the other two you marked. You can say any of these without exclamation.
I have to agree with FeuDRenais. An exclamatory sentence is a sentence which expresses strong emotion. The emotion is expressed through intonation not syntax. If I am upset and I say "You are an idiot!" That is an exclamatory sentence, but if I say "You are an idiot" that is not an exclamatory sentence but a simple statement of fact. Don't take this personally, but I think it's a wonderful example of the difference:)
@CK:
It's okay. Different native speakers of different backgrounds/ages will naturally have different opinions on usages that are not particularly well-defined. While "What a bore!" may often be said as an exclamation, it does not need to be, and one can certainly say/write it without an exclamation point. This conveys a sort of nonchalance/resignation that the phrase with the exclamation would not, and could not, convey.
*Sigh*... What a bore.
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