Diablo IV - How to exit trials

So, season 4 is here and it's good. Really, it is. Got us playing for the first time since season 1 and we love it.

The first "issue" we ran into was the trials. We got to world tier 4, and you get the priority quest that has you interact with the Horn of Trials in Gea Kul. All nice and well, it tells you about a ladder and dares you to enter the Gauntlet! Hell yea, let's go!

A couple seconds later we get oneshot by level 125 mobs. We try to run out, you can't. It says use the Trial UI (???). Well, you get there by clicking Y (collections default keybinding) -> Trials -> Stop Trial.

It was pretty fun, feeling trapped with level 125 mobs for a while, had some good laughs.