Pokémon games tend to change in small ways, or significant ways, as the series goes on. For Sword and Shield, one of the things that has changed is EXP share. If you are wondering how to turn this function off, we have some bad news for you.
In Sword and Shield, EXP share is always on, and there is no way to turn it off. EXP share splits experience earned between all Pokemon in a party. Previously, EXP share was an actual item in the game, and it changed to a menu option. In Sword and Shield, there’s no menu option, and the function is always on.
The reason for this is that the developers noticed the vast majority of players always had the function on, so changed it became the default. They were comfortable removing the option to turn it off, as long as they could still provide people with a way to level individual Pokémon if that was their wish.
What you will have to do now if you want to train one individual Pokemon is to put the rest of them in the Pokémon Center while you do it. It involves a little bit of preplanning, as you will need to be close to a Pokémon Center when you decide to do it. It is never nice to lose an option in a game, especially when it comes to pure convenience, but with no way to turn off EXP share in Sword and Shield, this is the only option available.