Interestingly, I usually weight half a pound less after exercise at my Curves club. Go figure. I don't work up much of a sweat, so all that I can guess is that I must evaporate.
If you aren't losing weight after exercising consistently for two weeks, then either (1) you have built up muscle that has offset the loss of fat. Muscle weighs more, or (2) you are relying only on exercise, thinking that will offset what you eat.
Many people, myself included, have found that exercise alone is not enough to lose weight. Yes, it makes a person more fit! And it's a good thing! But the pounds don't seem to drop off without some attention to eating.
Jay