Internal energy is the sum of all kinetic and potential energy in the system. In your reaction, the system has lost potential energy in two ways: First, you've lost energy in the form of heat to the surroundings (that's the exothermic, ΔH part you've already identified). Second, you've also lost energy in the form of the capacity to do expansion work (because, essentially, the system has just done expansion work on the surroundings).
Here's a quick guide:
Heat lost to the surroundings, U decreases.
Heat gained from the surroundings, U increases.
Work done on the surroundings by the system, U decreases.
Work done on the system by the surroundings, U increases.
If there's an expansion, the system is doing work on the surroundings. If there is a contraction, the surroundings are doing work on the system.