Update
I was getting off my sleeping car this morning. I saw a passenger in the vestibule, so I stood at the entrance to the vestibule, a few moments before arriving (at a station with low-level platforms).
The car attendant saw me and started yelling, “Your attendant is in the other car! Get out of here and you have to get out from the other car!”
I hadn’t said anything to him, so I started recording it. I said, calmly, “May I have your name, please?” He turned away from me, but I stood there for a moment, and finally saw his name tag and he yelled again, “Yeah, you got my name!” and yelled a few other things.
So, no, apparently you not only can’t leave the train from any exit but you will get yelled at if you try to.
Even if requiring boarding and leaving from your car is a policy- if so, that’s fine- my complaint is yelling at passengers like that.