Exoskeletons are wearable robots designed to restore or augment human physical abilities and, indirectly, cognitive functions. These devices can be classified based on the sector of application, the body part they are intended to support or enhance, the degree of assistance, and the source which they gather power from. Regardless of such technical features, exoskeletons are usually equipped with Human-Machine Interfaces (HMIs), allowing users to interact with the system, both physically and cognitively. The current paper critically reviews the state of the art of HMIs, and discusses the future challenges concerning Human Factors issues associated with the experience of utilisation of HMIs for wearable assistive exoskeletons in neuromotor rehabilitation settings. An overview of extant types of rehabilitative exoskeletons' HMIs is provided, as well as a discussion on novel user experience research questions posed in light of the recent developments in the field.