It does. Your kills per sortie and damage per sortie will be effected. I would like to see it changed, as it serves no purpose except to penalize you for rushing things.
What got me thinking about this is the latest update, actually. Since the release of 1.10, I can come up at a spawn point and it's 2-3 seconds later before I get to see all the enemies in the area. So, if you pop up on the runway, start your engines and THEN see the niki turning for the vultch; well, you get penalized for exiting. Then, there's the fighter/attack options. Choosing the wrong one wastes your effort, and if you exit to check the setting... Same goes for GV's.