I think anything in writing can be entertaining if done well. And I believe that can be applied to exposition and especially prologues. I won't really talk about prologues, cause if we got done to it, there are a ton of really good prologues out there. But exposition is a bit trickier to make fun. However, this has been done, too. Exposition isn't inherently bad, just difficult to execute.
But I can prove that exposition at the start of a story can be done really well! And, for added challenge, I'm gonna do it by showing one that follows the "show don't tell" rule and one that breaks it (because sometimes you HAVE to tell, and not show Gasp! It's true)
Now one movie that gives an exposition dump without straight up telling you what's happening:

Ba-boom! I think everyone who saw this movie loved the opening segment of this film. But teeeeechnically it's a big ol' exposition dump. You flash through their lives, get a ton of info about them that applies later in the film and they do it all...silently. Very well done.
But sometimes, especially in the sci-fi genre, you just kind of...have to tell the audience everything:
And I'll be darned if this isn't one of my favorite info dumps in the world. It does not get much more info-dump-ier than this, but this is absolutely necessary. Otherwise, the opening segment of A New Hope just is a little...weird. Who are these dudes in weird hats? Why are they fighting these other dudes? Who's the guy in the black suit? Who's the girl? The info dump is necessary, but they make it fun with lively music and fun space backgrounds.
But uh...I guess you can't do that with comics, so....probably stick with Up for inspiration on good exposition.