Mazes are explicitly escapable, just very hard to do so.Yeah, this.
In most campaigns the PCs won't interact with the gods because in most campaigns the gods are off in their own faraway realms somewhere (or possibly have no physical existence at all), and aren't literally right there floating around the streets of the major city in the campaign, where some jerk rogue is ALWAYS going to try to pickpocket them.
If the Lady of Pain is going to be a major feature of Sigil, there needs to be some better guidelines for how PCs interact with her. Sure, most Sigilites will never interact with her, but PCs aren't most people and they do things that most people won't. 'Banished to the Mazes forever' sounds great on paper, but what does it mean when it actually happens to your PC party, for instance?
In Planescape Torment if you went on an indiscriminate rampage, frequently attacked Dabaus, or helped the priest of the Dead god of portals in his side quest you would get mazed, and have to escape. If you escape the maze and do a rampage or Dabaus attack again the Lady of Pain flays and kills you.
Basically Mazing is the warning.