It's a question I've wondered many times.
However....my son and I once had to take the exit, because all the so-called adults who were shrieking and screaming had freaked him out so thoroughly, and honestly that exit is WORSE than the screaming of "adults". It might have changed since then ('08...DS simply refuses HM now until Jack Skellington is in residence), but the walls were painted black so it was dark, the lights were dim, there are very few directional signs, and it's LONG. And it puts you out near the FP area, which is somewhat spooky. By the time we had found our long way out, we wished we had just ridden the dang ride.
So even if you could go in that way, it might not help any.