I am sorry you are finding it confusing.
Curtains does not have an 'exit' exactly, simply applying the Windows 10 style will revert things back to the default look and curtains will disable itself.
With regards to wanting to go back to what you had before, is this a case of wanting to revert to the windows 10 look, change some colour settings you changed, or did you use the edit style feature built in?
To get back to the Windows 10 look you simply pick the first style in the list, you can reset any colour changes you made using the reset default option on the colours page (you can tell if you have modifications as the colours button has a coloured corner to indicate this). Reverting actual style edits via the edge style page is not something we offer currently but perhaps we should consider that.
I used Start10 to customise my Windows menu and taskbar, and Windows personalisation to set my background and theme.
I do think there should be an easy (simple & quick) way to undo Curtains changes and/or revert to or restore the previous setup. That way users can play around and experiment with new ideas without worrying about getting back to where they were. Keeping a history or series of full configuration snapshots (including the initial one) and allowing users to switch between them would be nice.
Don't take my critical comments the wrong way - they're just honest first impressions - as an ex-software UI developer myself, I know how important good first impressions are to encourage people to use the product, and when it involves something that will only be done occasionally, such as changing configurations and layouts, it's important that it should be simple and intuitive so the user doesn't have to work out how to use it each time.
But my development career ended 10 years ago, so I'm probably way behind the times as far as UI style goes
I do like how comprehensive the options are - I'm just finding it tricky to figure out what they all do and how to use them.