Do I have to agree to an exit interview?

You most likely do not have to agree to an exit interview. However, agreeing to do so and answering questions politely and accurately may help you leave a favorable impression with the company. This can be important if your future employers contact the company for a recommendation. However, you may choose to opt out of the exit interview if desired. If a company requires your participation on threat of letting you go earlier, they may be outside of their legal bounds. Check to see if there's a law in your state that forbids companies from firing an employee who's quitting early.