Thanks Tai! Each Uncertain Place does have a way out: a hidden portal at the far left end of the room (where you come in), back to the Unfair Underground Prison. It's an invisible portal in the original map, so you won't see it; walk to the left edge and press Up. I checked it in all three Uncertain Places. If Gaga is hitting you while you stand there, step a little away from it and try again.

Update: the owner decided the exit should be easy to find, so each Uncertain Place now has a visible portal at the far left end (where the hidden one was). It still takes you back to the Unfair Underground Prison. Refresh the game to see it.