You want to leave the roundabout at this exit. What is the right thing to do?

You answered correctly. When you are leaving a roundabout and crossing a bicycle lane or a pedestrian path, you must always yield to pedestrians and cyclists who are crossing the exit you are about to take. They have priority over you, because German traffic rules require drivers to give way to those using a marked crossing or bike path at roundabout exits. This ensures the safety of vulnerable road users. So, you must let both the pedestrian and the cyclist cross before you leave the roundabout.