From Bulbapedia, the community-driven Pokémon encyclopedia.
The Exit option at the bottom
Exit was the final selection in the menu accessed by pressing the Start button (or the X button in Generation IV, though the options can be adjusted to allow Start to bring up the menu as well) in all handheld main series Pokémon games, as well as Pokémon Colosseum and Pokémon XD. The Exit command was always the last selection to appear on the menu, regardless of the game. Due to its redundancy, it was removed in HeartGold and SoulSilver and later games.
When selected, quite simply, Exit closes the menu. However, this is a rather redundant command, because the menu can also be closed by pressing the Start button again, or B.
Exit has the same function in Diamond, Pearl, and Platinum Versions, and is portrayed as an reddish circular arrow. The menu can also now be closed by pressing X instead of Start (however it is possible to allow the Start button to open and close the menu as well in Diamond, Pearl, and Platinum).
In HeartGold and SoulSilver Versions, the Exit is absent due to the menu being accessible via the touch screen at all times, like the Pokétch in Diamond, Pearl, and Platinum Versions. It doesn't appear either if the player opens the menu with the X button (to use the D-pad to navigate). If the player uses the X button to open the menu but uses the stylus to choose an action, the "X" button at the top of the menu panel serves as the Exit button.
There is no distinct Exit button located in the menu of Black and White Versions, however one still exists. Players may tap the red X in the bottom right corner of the screen, or press X or B to exit the menu. This red X is found as a universal button throughout many menus of the game that, when pressed, immediately returns the player to the overworld.
- The Exit command was the only command on the menu whose purpose can be served by a means other than actually selecting the command and pressing A. In other words, the Exit command was the only redundant command on the menu, hence its removal in HeartGold and SoulSilver.
- The Exit command was one of the few commands to always be present on the menu from the very beginning of the game, along with Bag, the player's name, Save, and Options.(excluding HeartGold and SoulSilver)