The exit button does just that.
It immediately exits the site and takes you to a Google page. It’s a rapid escape from the site that you may need if you are concerned about someone seeing the site you are viewing. If you are in an abusive relationship, and the person abusing you walks in, you can press this button as a fast way to navigate away from the site.
If you are using an up-to-date web browser such as Firefox, Google Chrome, Safari or Internet Explorer 8, then the exit button will move down the page as you read. This will always be visible to you as you scroll down. If you are using an older internet browser then the exit button will remain at the top of the page and you will need to scroll back up to access the exit button.
Alternatively, you can easily and quickly close the browser window by using the following key short-cuts