No penalty if your one of the last two to leave I believe. I stick around usually just in case before warping out.
"The world ain't all sunshine and rainbows. It's a very mean and nasty place and I don't care how tough you are it will beat you to your knees and keep you there permanently if you let it. You, me, or nobody is gonna hit as hard as life. But it ain't about how hard ya hit. It's about how hard you can get hit and keep moving forward." - Rocky Balboa (2006)