A couple things-

First, you can't pick exit row seats online when purchasing the ticket, but if you are elite, you can select them online post-purchase. Be sure to do it using the "View Reservations" option, as going through the "My Info" option will not let you do this.

Second, I think the res agent you talked to might have been a bit confused. Typically bulkhead seats are where they will put UMs, people in wheelchairs, people with difficulty walking, etc., and if you pick one of those 'semi-reserved' seats, you are at risk of getting bumped if they need the seat for such a person. However, on most of NWs planes, bulkheads aren't exit row seats. Your seats are bulkhead, but they are also an exit row. It's illegal for anyone under 15 or anyone who can't opearte the exit door (which typcially includes the ability to lift a certain weight) to be in that row. Thus, they aren't going to bump you from an exit row to put a small child or seriously handicapped person there.