Im doing a star coin route for all levels atm but I was thinking do you have to go to every secret exit? Like for example 5-A secret exit doesnt lead to a new level.

I would guess no? Category rules just state "Beat all 81 levels" so I don't believe you would need to.

Done

You don't have to go to every exit. You can skip any exit that isn't mandatory to unlock a new level. You also don't need to go through every cannon. Here's a list of exits I don't do in the route I made: 3-Tower Secret Exit 3-Ghost Secret Exit 5-Ghost Normal Exit 5-A Secret Exit M-Ghost Normal Exit