The Tavern

Seriously. There is no reason to leave the dungeon without holding the OoZ that I can think of. Scoring purposes?

The game ends and you technically "lose" if you leave the dungeon without the Orb of Zot.

The other options are outright quitting the game via a command, or entering wizard mode (in a sense) or getting killed.

So, why does the "exit without the OoZ" option exist?

So you can play crate crawl.

(You could always quit, this is just more thematic.)

Ah... My arch rival, flavor.

So are you blandness?

like a choko.

FTFY.

De-flavourized it, rather.

Un-flavorization, like demigods.