This sentence was likely used in a situation similar to the following:
Someone is considering taking a cruise but is worried that because of a recent cruise ship accident they are now thinking about cancelling. The cruise line representative might then tell them that that was an isolated incident and steps have been taken to ensure that things like that won't happen again.
When telling a friend about that conversation they might say, "We were assured that this [the accident] had been an exception and we had nothing to fear [on our trip]."
The use of had been ( to mean true in the past, but not now) is an attempt to further convey the idea that while the shortcomings that allowed this accident to occur were true in the past, they have now been remedied and are no longer relevant.
Using was is also valid and I think lots of people would choose to phrase it that way. The use of had been, in my view, is a slightly more sophisticated usage but not strictly necessary.