We investigate the basic quantum mechanical processes behind non-proportional response of scintillators to incident radiation responsible for reduced resolution. For this purpose, we conduct a comparative first principles study of quasiparticle spectra on the basis of the $G_0W_0$ approximation as well as absorption spectra and excitonic properties by solving the Bethe-Salpeter equation for two important systems, NaI and SrI$_2$. The former is a standard scintillator material with well-documented non-proportionality while the latter has recently been found to exhibit a very proportional response. We predict band gaps for NaI and SrI$_2$ of 5.5 and 5.2 eV, respectively, in good agreement with experiment. Furthermore, we obtain binding energies for the groundstate excitons of 216 meV for NaI and 195$pm$25 meV for SrI$_2$. We analyze the degree of exciton anisotropy and spatial extent by means of a coarse-grained electron-hole pair-correlation function. Thereby, it is shown that the excitons in NaI differ strongly from those in SrI$_2$ in terms of structure and symmetry, even if their binding energies are similar. Furthermore, we show that quite unexpectedly the spatial extents of the highly anisotropic low-energy excitons in SrI$_2$ in fact exceed those in NaI by a factor of two to three in terms of the full width at half maxima of the electron-hole pair-correlation function.