This is exactly why I added a warning popup later into the beta, to try and remind players that the vault is deadly and that they do have an easy way to escape if they want to.
The vault is sort of a little microcosm of progression, and that also includes learning about how it works. Pretty much all combat is avoidable so you really want to try and work your way up before fighting enemies.
I'm planning to keep an eye on how success numbers go as people play and learn about the vault, at the moment they are quite low, but the vault is also brand new. It's a later game challenge, so I don't think I'm ever going to just have an automatic safety net though, as this stage of the game players should be expected to recognize when they need to flee.