For random variable $X$, entropy is calculated as $H(X) =-\sum_i p(x_i) \ln p(x_i)$. Differential entropy, not shown, is its continuous counterpart. Both use log probabilities which convert the original probabilities, whose range was $[0,1]$, to the log scale which changes the range to $[-\infty,0]$.
It not uncommon to see exponential entropy being used instead, $\exp( H(X))$, I think to circumvent a singularity at $H(X)=0$. As we know, taking the exponential of a log will undo the log.
Given that the raw probabilities have been upgraded to log probabilities in the entropy measure, what is the intuition behind further upgrading the entropy measure by undoing its logs using $\exp$?