The dynamics of laser-excited sodium atoms at the surface of helium nanodroplets has been investigated as a function of quantum state. For all cases, excitation of the system leads to desorption of the sodium atom from the droplet surface. The mean kinetic energy of the desorbed atoms scales linearly with excitation frequency, indicative of an impulsive desorption process. The energy partitioning between the helium and the desorbing sodium atom depends on the quantum state and appears to be related to the size and shape of the electron orbital. The speed distributions of desorbed NaHe exciplexes point toward a direct formation process of an exciplex with no internal energy. Photoelectron spectroscopy reveals an increasing importance of helium-induced relaxation with increasing quantum state, which is tentatively attributed to curve crossing between different NaHeN interaction potentials during the desorption process.