I'm theorizing here - maybe someone can answer - would the flight & airport in question be laid out such that, once passing through immigration, you were still in the secure area of the airport and able to board another aircraft, or was there a choice between "connecting flights" and "exit".
The only rational explanation I can come up with would be if the airport layout demanded this - but it seems unlikely.
This also seems like something that the author or someone with authority would have mentioned, as it's a deal-breaker that would likely have diffused the situation immediately.