I think it would be useful to be able to escape from a personal story instance at any time, and not by having to walk off the map or suiciding.
For example, if a party member doesn’t join you for your story in time, or you’re exploring a massive map and all the sudden the NPCs bug. Or if you don’t want to do your quest, whatever.
Point is, it would be nice if it were easier to get out of an instance.