Some expressions that never made sense to me

How does cutting off one's arm spite one's face? (Edit: I had this wrong. It is "nose.")

How does an exception "prove" a rule?

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SumKindaMunster · 51-55, M

The term is actually "Cutting one's nose off, to spite your face."
Does it make more sense with the correct vernacular?

The exception proves the rule, because if there is an exception, that means everyone else is conforming, therefore that "proves" the rule.

DrWatson · 70-79, M

@SumKindaMunster Ah. Nose makes more sense.

And yes, I do understand what you are saying about the exception and everyone else conforming, but the saying still does not click for me. Oh well!