Containment Priest exiles Venser, Shaper Savant

I've had a commander game recently in which a Containment Priest exiled an opponent's Venser, Shaper Savant played from hand, during another player's turn (i.e. at instant speed).
I can't replicate this issue by playing my own Containment Priest and then my Venser however, so I think it's important to note how the situation came to be in the commander game:
- opponent opposite of me has a Containment Priest from my deck ETB under his control (he summoned it with Telemin Performance), it correctly doesn't exile itself
- opponent prior to me (playing as Inalla) passes his turn
- here the details get a bit fuzzy, I think I cast my commander (AVR Gisela) on my turn and Inalla person casts Venser from his hand, don't remember if it was while Gisela was on the stack or afterwards
- Venser gets exiled instead of hitting the battlefield