Unfortunately, the penalty can be easily avoided in some ways (that I had reported).

- If the roulette dungeon is not of your taste, just leave while initial cutscene is going on
- If you already in but want leave, just kill your client/ turn off console and wait 10min, most likely the party have kicked you or disbanded

Rather than more penalties, I think the very best thing on this cases, is the loss of daily bonus if the dungeon you started will not be completed because your actions (as leave or disconnect), needs be kept ready for next try if party disband because other people.