… wait, there isn’t a door. I think it’s pretty cool that the Web doesn’t really have much need for ‘exits’ because you’re never really stuck ‘inside’ somewhere. So if someone doesn’t like what they find on a site, it’s not even a matter of ‘you know where the door is’, it’s more like… well, a better analogy fails to strike me at the moment.
There are those who don’t like the fact that the Web isn’t sticky, and they have devised some methods that can psychologically or technologically limit users’ ability to surf along, but overall, it seems people are enjoying the freedom and will tend to preserve it.