Yep, you cannot exit the map I'm afraid. But consider that the alternative would have been falling forever into the void. Good job finding a place to clear the wall though, because I specifically checked the terrain to make sure there weren't any super easy spots to do that.
Boosters are something I've thought about but I'm not sure of the best way to implement them. They shouldn't be enabled all the time because then they'd basically be the same as just adding another engine (except that they'd only work in one direction).
So you need to be able to turn them on for short periods. I could make them use tons of energy but give you a big boost while they're on, but the time when you need them most is probably when you're in a fight and low on energy and need to get out of there fast.
So actually I've been thinking of implementing limited fuel, although I'm sort of against it because managing that stuff can be annoying - think of having to eat in San Andreas. Have "fuel depots" that you can park on to refuel, engines use a little bit of fuel, boosters use a lot, can add extra fuel tanks but they explode easily. Might have to test it out sometime to see if it's fun.
Also, boosting vehicles with guns is totally cool, it was one of the first things I tested out: http://www.youtube.com/watch?v=5hcZxXP-UE4
(check out those amazing part graphics)