I can understand the complaint, but it would take 5 minutes to include this in a lore-friendly way. Just throw together a spell or item that teleports you back to x place when you use it, it's extremely simple to do and it feels like it's supposed to be part of the game and makes sense.
Or how about this lore friendly way. Not all in skyrim are mages, not all have spells and know how to use them. But if you look at these exits as something else then a easy path out for the player there could be a more logical explanation why the people who uses the dungeoun has made an exit like that.
1) It could because the owner of the loot hidden there wanted to have a escape route in case people should enter the dungeon on the hunt for him
2) It could be because he wanted to have a "hidden" way in and out that few would stumble upon. A lot of these exits ends on location people don't simply stumble upon
3) It could be a natural path in the mountain that they have blocked off as exit only to prevent people from entering the room with the loot without going through all the traps, thus making this path a exit only. I have seen dungeons that feels like this, where there is no way for me through the bars so obviously I have found the exit and not the main entrance.
For my part it feels more natural that there is one of these reasons behind these quick exits rather then to give me a spell to throw that teleports me to X location, specially since I so far haven't played a character who uses spells. They could easy have included the spells Mark and Recall as they had them in Morrowind, and it would have been nice if they had done it as it would have given spell casters a way to get out of caves the way they want too without having to use the "backdoor". No matter how you look at it both your and my explanation on how it could be are perfectly lore friendly, the exits are very handy, but they could be handy for a reason like the one I posted above and not only meant to be a easy way out for the player. No bandit that makes their hideout in a mountain would risk having only one entrance and exit to the place unless there is no other way to get out and in.