I think that not having the Retreat button always available IS indeed the point of the game.
You may call it an artificial difficulty (and probably it is indeed) but we can also justify it in-universe: the fresh military units are cocky guys that think themselves as invincible and underestimate the power of the Red Pool monsters ("Second Lieutenant, Jake Jenson. West Point. Graduate with honors. We're here because you are looking for the best of the best of the best, sir!"). With appropriate training in Safety Procedures, which are core of the SCP mythology, they learn to do like good old friend Khalid: "Better part of valor, better part of valor!!!".