Why is this an issue?

Visual Basic .NET, unlike many other programming languages, has no "fall-through" for its Select cases. Each case already has an implicit Exit Select as its last instruction. It therefore is redundant to explicitly add one.

Noncompliant code example

Module Module1
  Sub Main()
    Dim x = 0
    Select Case x
      Case 0
        Console.WriteLine("0")
        Exit Select                ' Noncompliant
      Case Else
        Console.WriteLine("Not 0")
        Exit Select                ' Noncompliant
    End Select
  End Sub
End Module

Compliant solution

Module Module1
  Sub Main()
    Dim x = 0
    Select Case x
      Case 0                         ' Compliant
        Console.WriteLine("0")
      Case Else                      ' Compliant
        Console.WriteLine("Not 0")
    End Select
  End Sub
End Module