The "levitate causes ground pressure" surprise rule was announced after we had send the fighter bobsledding down the hallway of traps resulting in his death not before we sent him.
I do agree with you that, as a GM, sometimes an "adventure" the players pursue can be left hanging in an unfinished state....or even failed. In the situation I am describing the GM was running a one-off adventure, so any off-the-beaten-path choices would have been going out of bounds of the story the GM had to tell. In a campaign we wouldn't have quit just because one character died (even if we all though he was killed unfairly) because a campaign is about a longer term story than any single location.
Edit: In that particular group (this was my High School gaming buddies) several of us had a particular "system" we would run campaigns in. We had D&D, Star Wars, Torg, Shadowrun, Marvel Superheros, James Bond, and Chill campaigns running concurrently. In this particular case the James Bond GM wanted to run a one-off D&D adventure. All that "leaving the game" meant would have been we just started playing some other game with the same group, the decision to ditch was for that adventure only.