Personally if I recognize that a person is scared and not enjoying being scared (Crying, panicked, etc.) I will ask them if they want an escort out. If you are really panicked or crying or something and want out, be sure to ask. It is not always recognizable that you are not enjoying the scare zone and if you say things like, "Stop," or,"Please don't scare me anymore," we won't necessarily take that as a serious request. Asking to be led out however is always taken seriously.
Edit: Should be noted that this is coming from an outdoor scare zone. In a house escorts out may be more difficult however they all should have fire exits of some kind it would just depend on the who can we let out of those policy.