1) Open cross-connection query builder and drag on Example1 table and select both columns.
2) invoke where clause editor for Column a and chose NOT IN.
3) Do not enter value but instead press the Subquery button on the bottom of dialog.
4) this will open a subquery editor. Drag in Example 2 table and select column a.
See attached. This will generate a query that looks like this and produces the correct results.
SELECT AutoRange_Sheet1.`column a`
, AutoRange_Sheet1.`column b`
FROM `Example 1`.AutoRange_Sheet1 AutoRange_Sheet1
WHERE (AutoRange_Sheet1.`column a` NOT IN (SELECT AutoRange_Sheet1_1.`column a`
FROM `Example 2`.AutoRange_Sheet1 AutoRange_Sheet1_1))