The game's develoepers, Guerilla, had a representative publicize the following statement; "Owing to the decision to ensure that custom Warzone presets work on all multiplayer maps, there will be no Exoskeletons or Jetpacks in multiplayer when Killzone Shadow Fall launches," said Victor Zuylen,"Their inclusion would introduce a wide number of new variables and exceptions to account for, and we want to focus on offering fair, reliable and consistent Warzone customizability."
Maybe these Exoskeletons will be available at a later date, possibly within DLC for the game? Who knows, only time can tell.
If you don't know what Warzone is, then what it does is it lets players customize their own tailor-made multiplayer match types. Guerilla also emphasized that experience points won't factor into its online systems this time around. It seem's that if you want to 'level up' within the game, you need to complete a certain amount of challenges. Of course they progressively get harder the more you complete!
To get even more information regarding this, below is a video explaining in more detail from IGN;