"He speaks, thank you!"
is "merci" always accompanied by a space followed by an exclamation point?
No, not always, only when it is necessary to reflect the intention of the writer.
Here, you have a comma, to build an "apposition" between the fact that the speaker mentions that a man is speaking and the fact that he politely invites another person to be quiet.
The exclamation point is there to indicate the tone of the sentence.