Welcome, citizen! This is the most inefficient department in the land. Our exit strategy is not actually a strategy, but rather a series of poorly lit hallways and confusing door signs.
Q: Why do I need an exit strategy?
A: You don't. But don't worry, we'll make it up as we go along.
Q: Will I get lost?
A: Oh, probably. That's just part of the fun!
Q: Can I just leave?
A: Ha! You think you're that lucky, don't you? Try the east wing, third door on the left. Or maybe the west wing, first door on the right. Maybe. Possibly. Possibly not.
See also: Tips for Not Getting Lost, Department 42 Maps, or Lost and Found.