Upon entering the Palace of Winter, the doors immediately shut tight after the group, but none of them appeared to be very concerned. After all, according to the game, this was a Dungeon—and it only made sense for a player to be able to exit such a Dungeon at any time they wanted.
To confirm, Cyanide opened up his system really quickly, and saw that sure enough, there was an 'Exit Dungeon' button in the top right corner that didn't exist before. Not only that, there was also a small navigation panel on the side telling him what to do even after he closed up his system, as if this was a quest line or something. Right now, the title was 'The Palace of Winter', while the description underneath simply read 'Ascend the tower.'