Hi Franck,
If you increase the exposure in TG, not just in the EXR manipulation, the AA bloom should work better at smoothing the edges against the bright background. If you only increase the exposure afterwards, TG doesn't know that your pixels are really bright and might not apply the AA bloom where it needs it.
(TG has to be selective about where the AA bloom is applied, otherwise all of the pixels would be too soft.)
Matt