Diablo 4 does not make it clear how to easily leave dungeons. While this could be updated and changed in time for the retail launch, the UI has not adequately expressed how players can leave dungeons, other than teleporting back to Kyovashad.
Thankfully, there are a few ways this can be done by following a few easy steps. If you’re grinding dungeons for loot or Legendary Aspects, you may want to get back to where you were in the world, instead of teleporting back to town. Here’s how to do so in Diablo 4.
It can be incredibly tiresome to leave dungeons in Diablo 4 by simply walking out. You can, and there’s no reason why you shouldn’t. If you have missed items or passageways, there’s an incentive to walk back out of a dungeon, but there are many better ways to leave one.
When I previewed Diablo 4, I didn’t learn until much later that there’s a way to leave dungeons other than walking out or using Town Portal. By pressing the Town Portal button, you will return to town. If you want to stay in the region you’re in, there are other ways to leave. The default is the D-Pad or the T button on your keyboard. This is especially useful if you need to go salvage gear quickly.
Unfortunately, the UI has not adequately explored too many other ways for players to leave dungeons in Blizzard's upcoming action RPG MMO. However, there are two handy ways. The first is by using the Action Wheel on a keyboard/mouse or on a controller.
Press Up on the D-Pad or the E key to open this wheel up. On the left, click “Leave Dungeon”. This will teleport you outside, and you can resume your adventure.
The other way is by using the map. After you’ve completed a dungeon and received your rewards, open your map by pressing M. Click the dungeon, and then click
Read more on sportskeeda.com