Why can’t I file exempt on my w4 form? They said I can’t unless I’m a full time student

[SweetieJean]

Who are "they"?  And students cannot necessarily claim Exempt. either.

You may claim exemption from withholding for 2019 if both of the following apply:

• For 2018, you had a right to a refund of all Federal income tax withheld because you had no tax liability, and

• For 2019, you expect a refund of all Federal income tax withheld because you expect to have no tax liability. 

Since the penalties for incorrectly claiming Exempt are high, you are better off claiming a large number of allowances instead (such as 6 or more).

https://www.irs.gov/pub/irs-pdf/fw4.pdf