Since when could you leave the power plant from the front door? Why couldn't we leave in the first place!?
For some reason, there is a warp at the front door of the power plant that will take you outside... The warp is actually very hard to trigger, you have to jump into it in a specific way, or you will just end up falling into the void...
Which by the way is REALLY annoying! Since there is no death in this game, Jimmy will just fall endlessly since going below a specific Y position doesn't do anything, and it is REALLY hard to get out of the void if you can't use the rocket ship! You will have to save and load your game to get out!