how come only “rogue” planets are mentioned in these arguments? (Well, it makes sense for studies about rogue planets, but it seems to happen even in discussions explicitly about captured planets, your comment being an example.) Can’t planets be “exchanged directly” between closely-passing stars? (I mean, without the exchanged planet spending a long time unbound to a solar system, in a sort of larger-scale analogue of close binaries exchanging envelope matter.)

Yes, they can happen. But my understanding is that exchange isn't a likely result of system interaction whereas losing a planet (that is a planet getting sent out of orbit) is much more likely a result than exchange. But this is pushing the limits of my knowledge base in this area.