Araxxor requires a lot of dodging, and that can mean directly stepping back, especially to avoid the cleave attack. The area isn't teleblocked, and with all the fast access to teleports we have, it doesn't make sense to me to be able to leave through the door while you're fighting when you can just tele.
What can happen is you can accidentally leave when the fight is almost over (yes, it did happen to me lol).
I think at the very least, a confirmation message that you can disable should pop up when you try to leave.
This is a very niche suggestion, but accidentally leaving a boss fight at the end can be slightly frustrating.