I have noticed taht lagg spikes pick up very quick while you are moving, so the answer is, when you reach exit - dont stop moving, run down/up/left/right away from mobs, and dont jsut stand there...
I had these funny moments taht you can get 20+sec lagg while runnning in BH mine or another large cave... no idea why but it just does... if you stop adn wait - you get nice 100-300 ping, start running further - WHOAAAA....