This is why Exchange on a DC is generally a bad idea. Besides the obvious security concerns it limits your abilities to make changes to the server and the network at large.
You may want to look into a tool called UPromote it will allow you to demote the BDC to a member Server.
In direct answer to your question… moving to native mode won’t have much impact on the Exchange server but it would messy your domain structure. Replication would stop between AD and NT BDCs (bad)