You can escape from any of them? I thought you needed a spell to do that.

I've had it happen a few times.  Note that Units by themselves aren't allowed to retreat.  Only when they are stacked with Heroes and Sovereigns. 

Also, one time my Sov left before some other units, and they ended up getting cornered/waxed off because they weren't allowed to leave the map at that point.  That was a few patches ago, dunno if that still applies.

Exit boxes need to be better delineated.  Even when present, it seems to be hit or miss many times.  The "glowing boxes" are NOT always a reliable exit.

I also experienced one map where the exit was offset from the side by one square, but I've never seen one without

I've seen a forest winter map, not the one OP posted, where I could go behind the escape squares. The escape squares were one step "closer" to the middle than the square the furthest away.

I've been in several tac screens where the white boxs would not let me escape.  These were all 1.09e or earlier.