I took up woodturning almost 2 years ago. I bought a mixed pack of blanks and spindles which had some small 'exotics' mixed in. After a bit I formed the view that we have plenty of British and European hardwoods which stand a good chance of coming from properly managed sustainable forests so since that first batch I have stuck to British (or at least European) stuff just because it seems silly to do otherwise. Transport, forest management, sustainability and all sorts.
...plus...how many candy bowls made from a $200 cocobolo billet does one really need? In the same boat as you - when I first started making tools, I wanted to stockpile a bunch of exotics, especially for infill bits. At this point, I have a level of indifference. I like to use exotics on guitars where they make a tonal difference (body wood, etc, is pretty easy to differentiate - I'm a little bit less convinced about necks and fingerboards), but I'd rather have a turning that is expertly done than one that's done out of exotics and not quite as crisp. I'd much prefer if we had a good aesthetic substitute for rosewood in the united states to use for tool handles, but we generally don't (and the near rosewoods are good enough for me, just as khaya or even cherry is fine for me for a guitar body if it has the right musical nature). Turning is a little more loaded than hobby guitar or tool making, though, as you can blast through stock if you're really on a roll turning.