After unplugging the display, go into Sys Prefs, Displays, Display Tab, and hit the Detect Displays button.
Just a theory, but it sounds like Expose thinks there is a display still attached and acts accordingly, but since there isn't it appears to be out of whack. Maybe hitting the Detect Displays button will reset whatever setting that is and "fix" it.
Another possible solution to my theory, is changing the screen resolution in that same window and then changing it back to normal. This would work as to force a screen detection and possibly revert the setting.
Lastly, open up your Utilities folder, launch the Activity Monitor, find the Dock process and force quit it.
Edit: That might have an effect on Expose itself. Or even try quitting Expose if that's a possibility through the activity monitor. If that works, you can make, or find an applescript online somehwere that kills the dock [If I was at home I might be able to figure it out], which you could then save on the desktop (or even in the dock).