The short answer is no. For health and safety reasons you can exit the game room at any time. (Obviously for the full immersion of the game it is better if you don’t leave).
It is a fun way for you to spend an hour with friends doing something a little bit different. You will enter a themed room and as a team you will discover many hidden objects, codes, keys, riddles and clues that will help you complete your simple final goal: escaping the room in 60 minutes!