As I recall, lots of dungeons (especially the Ayleid ruins and forts) had a very easy way to get to the exit. In the Ayleid ruin just across from the sewer exit you could just hop down a ledge which brought you within 20 meters of the exit once you've cleared it as I recall. Same with Fort Blueblood which allowed the player to pull a lever to open a gate close to the exit. :shrug:
Yeah I also don't really get the issue, most Oblivion dungeons actually had these shortcuts to the exit. Except for caves but those were generally quite small anyway.
I'm not too sure about mark/recall spells by the way. On one hand I like their flexibility, but on the other I think it kinda takes the thrill out of dungeon crawling when you can always just insta-teleport to your own cozy home. So I'm somewhat undecided when it comes to that.