Jakg, it can be an annoyance to have to stop the car before doing anything, but there's a method to their madness. If everyone could exit while the car was at full speed, the iRacing safety rating system goes out the window... Everyone would just quickly hit shift-p before any impacts or incidents against their license occurred.
I know, I know, you were just in practice mode... If everyone has the option to shift-p out of sticky situations in practice, how well do you think they'd handle the same situation in a race?