If you work in the IT industry, take a moment to think about all the hours you have spent following best practices, and what is commonly called hardening of a server system. One of the most common practices is to only run the bare minimum of services and thus reduce open ports facing the network.
Microsoft seems to have a slightly different take on this: in the official Exchange 2010 Prerequisities, admins are instructed to – amongst others – install a Windows Server Role named Web-Server. What they do not mention, though, is that this component also installs the FTP server and IIS Core components. Both of which are not needed for Exchange. If you happen to want only the minimum required installation, be sure to swap Web-Server with Web-WebServer, which omits the slack.