In transition metal dichalcogenides' layers of atomic-scale thickness, the electron-hole Coulomb interaction potential is strongly influenced by the sharp discontinuity of the dielectric function across the layer plane. This feature results in peculiar nonhydrogenic excitonic states in which exciton-mediated optical nonlinearities are predicted to be enhanced compared to their hydrogenic counterparts. To demonstrate this enhancement, we perform optical transmission spectroscopy of a MoSe_{2} monolayer placed in the strong coupling regime with the mode of an optical microcavity and analyze the results quantitatively with a nonlinear input-output theory. We find an enhancement of both the exciton-exciton interaction and of the excitonic fermionic saturation with respect to realistic values expected in the hydrogenic picture. Such results demonstrate that unconventional excitons in MoSe_{2} are highly favorable for the implementation of large exciton-mediated optical nonlinearities, potentially working up to room temperature.