JustinM said:They're the "we don't ever metagame" type of crowd. I'm perfectly fine with that, but the people know they're in over their heads and can't figure out what to do about it and still stay in character. Also, they stepped into Region E just long enough to get one of the players negative from that ridiculous 8d6 fireball trap in the hall of portraits (or whatever it's called). They didn't stick around too long, and Rukia's player calls that the "higher-level area". That makes me think she doesn't realize that B is just as high as E. That kind of makes sense if you come from the perspective that E is later in the alphabet, so it's probably higher.
See, to me, getting almost party wiped by highly aggressive goblins should be enough reason for them to feel justified in having the characters retreat?
Unfortunately I think part of your problem is giving them the player maps, since they can see the fastest way through, they go for it.
I know describing the turns is a bit of a drag, but it might help avoid this problem next time.
We have one girl in our group who took some ranks in craft mapmaking, and the way we play that is that I briefly describe the twists and turns as they pass through them and then when they are deciding where their next move is they can "stop and look at their map", and I tell them generally what direction they need to go to reach a section that hasn't been explored.
I also do occasionally put down the player map when they are close to getting an area done and let them get a sense of what the whole thing looks like.