You can use /sg leave in the pvp arena to get out of the arena. I mean the fact that the arena is a drop down arena to stop people from jumping and getting out easily, I find it a big issue to be able to tp out of the PvP arena. This is also a SG command, which doesn't make sense, because we are in a totally different world then sg, and shouldn't have access to sg commands in the arena.

Taggin @JamieSinn Talked a little about it in game.