Yikes... I feel so bad for your little man.
I don't think that they necessarily HAD to tell you about the exposure. Would it have been nice, and courteous? Yes, definitely. But I am sure that their rationale was "What if she says we can't bring him, and it turns out that he doesn't have it?". Unfortunately, that wasn't the case. I can absolutely understand you being upset, I would be too. But I think this is one of the hazards of runnng a home daycare, or having your kids in a childcare environment.
PS: the vaccine does not guarantee that the child will not contract the illness. I know many kids who have had the shot, and still picked up chicken pox.