Malwarebytes anti-exploit is a memory based protection. EternalBlue is a network based attack. Blocking the affected port using a firewall, or an Intrusion Detection System (IPS) (which is almost always running Snort) can stop this attack. Of course patching would completely stop the EternalBlue exploit, used by WannaCry completely.
Malwarebytes anti-ransomware,which is bundled into Malwarebytes 3.0 would also stop the ransomware infection; however, it would not stop a computer for from first being exploited.
This is why the NSA liked EternalBlue, without knowledge of the exploit, IPS is useless to stop this type of attack and Malwarebytes Anti-Exploit, HitmanPro.Alert, and EMET would be useless to stop it. Luckily IPS, such as that included in Symantec Endpoint, which Symantec took from Sygate when they purchased them, would protect users, as the Symantec's Endpoint firewall based on Sygate's firewall, includes Snort.
Malwarebytes anti-exploit on it's own will not stop WannaCry, unfortunately.