Yes i understand that an that is my point, in the splash screen options it gives you an input to put the url for the leave, otherwise the button does nothing. If  you put any url in that input that is part of your domain, all it does is bring you right back to te splash screen, looping. 

So the only way to affectively have them leave your site is to put a url outside of your domain, which is the problem.   I suppose i could put www.google.com lol

See so it should not be  url oriented, the leave button should just be set up as a javascript close to just close the site window, thats all.