Situations where you're left with no good option

[Aurida]

I feel like I should be able to leave that run at that point without incurring a penalty.

Oh, you could have. They changed it a bit back, but only the first person to leave any individual duty gets a penalty for it. If someone else leaves first, or someone gets kicked, or if you join in prog, you can just dip out of the duty no-frills, even if the party or alliance are already filled back up.

Remember: real winners quit