Again, you're confusing system with signal. In the case of the oscillator, the system -- as a differential equation -- will have a solution that is a cosine. But the system itself is definitely not a cosine.Yeah you missed one case didnt you? The oscillator. THAT is the system. The signal (cosine) and the system (oscillator) have the same equation. There's no way around this because they produce the same math function!
Sigh. I'm guessing that's the expression for the voltage response -- a signal -- across the resistor in an RL circuit fed with a step input. The inductor is not a signal, it is a system: we can characterize it with a differential equation. Do you understand the distinction between a differential equation and its solutions? This is effectively the same difference between a system and signal. Just as linear DEs can have solutions that are nonlinear functions, so can linear systems produce nonlinear responses. If that doesn't help see the difference, try this: if the thing in question has an input and an output, it is a system; otherwise, it's probably a signal.So now you say that 1-e^(-A*t) is linear? Make up your mind what you want to call linear.