We theoretically investigate the impact of excited states on the dynamics of the exciton ground state in diluted magnetic semiconductor quantum wells. Exploiting the giant Zeeman shift in these materials, an external magnetic field is used to bring transitions between the exciton ground state and excited states close to resonance. It turns out that, when treating the exciton dynamics in terms of a quantum kinetic theory beyond the Markov approximation, higher exciton states are populated already well below the critical magnetic field required to bring the exciton ground state in resonance to an excited state. This behavior is explained by exciton-impurity correlations that can bridge energy differences on the order of a few meV and require a quantum kinetic description beyond the independent-particle picture. Of particular interest is the significant spin transfer toward states on the optically dark $2p$ exciton parabola which are protected against radiative decay.