My guess is the air valve is sticking. Does a single air line control both activation and release? (its configured this way with a single air line going to an electric air valve and two lines from the valve to the cylinder on the exhaust brake) if it does, your air valve is probably sticking in the on position. They are notorious for this. Rust and water are their mortal enemy. Take it apart and clean completely then, use light oil on the air valve shuttle after cleaning with solvent, and reassemble. Be careful. They are spring loaded and very sensitive to dirt. test after doing this to be sure the air or vacuum is switching from one line to another with the activation of the electric switch. Check also the switch on the linkage is working.
As another poster mentioned, take off the airlines at the exhaust brake and with the engine off, try cycling the exhaust brake by hand. It should open and close easily. If not you may have carbon build up in the shaft and bushing. Sadly, if it does not actuate and release without sticking, removal and disassembly of the exhaust brake is necessary. That is a job. good luck,
-Paul R. Haller-