This is in 4.1.18.
Primary output works as expected, but most of the Render Elements don't follow the EXR Options - they are always 16 bit.
Checked this in Nuke with the ViewMetaData node, also the file sizes don't change when switching bit depth in the Render node.
This is true for the command line render, Sequence Render and Render All to Disk.
Curiously though, tgRgb, tgAlpha(!) and tgSurfDepth do switch to 32 bit, but they are the only elements that can.