From quick look through related functions I don’t think there is one that retrieves terms for the post and allows explicit exclusion.
However there is a convenient filter the_category_list
right inside the function you use, with array of category objects, before they are turned into HTML output.
This should be a very fitting place to check the array and exclude the category you wish to skip. As always take care to only add your filter within required context or check for context within it.