Whoops, saw this post and forgot to reply.
It’s not a bug. Just a misunderstood feature that Arc doesn’t want to change.
The nexus doesn’t have an exit.
It’s a hallway with multiple doors, the exit is the door you got in from.
Be it any of the girl’s demesnes, for example.
At first the way to go back to the main world, is through Morgana’s demesne in the Outskirts map.
But later on in the story you can unlock one for the Town map and the one for the Mountains is technically an easter egg.