Hera's jealousy causes a whole heap of trouble for Io. Not only does Hera turn the friendly nymph into a prisoner, she later sends a gadfly (or the Furies, depending on the version) to sting Io wherever where she roams. Oh yeah, and it was Zeus's fear of his wife's jealous wrath that made him change Io into a heifer in the first place.
Hera may seem a little psycho to some people, but remember—it's not like she's paranoid or something. Zeus cheats on her constantly, and everybody knows it. There's no doubt that the queen of the gods has a pretty good reason to be jealous. Maybe Zeus and Hera should just go duke it out on Maury and save everybody else some grief.
Poor Io. It's hard not to feel more than a little bad for her. This little nymph does a whole bunch of suffering before it's all over. As fun as being transformed into a cow might be (to us, but we're weird), it would definitely stink if you had to stay that way for a long time. Add to that a few more gems—being ripped from your home, being made a prisoner, being forced to wonder the earth while being tortured, and possibly being raped—and you've got the makings of a seriously unpleasant life.
Io is forced to leave her home of Argos to wander all over the Earth—that's definitely some exile. Eventually, she ends up far away from Greece on the banks of the Nile in exotic Egypt, never to return to her home. Yup, that's pretty much the definition of being exiled.
But wait. Might Io be exiled in another way? Not only is she separated geographically, she's also exiled from her own species. When she's turned into a white cow by Zeus, Io is exiled from her own naiad body. Unlike her geographic exile, though, Io actually gets to return to her naiad form in the end. Finally a win for this poor girl.