In The Maltese Falcon, there’s a digression in which Sam Spade tells the story of Charles Flitcraft.
It illustrates a good part of the appeal of Absurdity to the Escapologist: the fact that you really can just walk away if you choose to.
Flitcraft is a modestly successful estate agent who, after narrowly missing being killed by a falling piece of masonry, decides to walk out on his life.
Flitcraft had been a good citizen and a good husband and father, not by any outer compulsion, but simply because he was a man most comfortable in step with his surroundings. He had been raised that way. The people he knew were like that. The life he knew was a clean orderly sane responsible affair. Now a falling beam had shown him that life was fundamentally none of these things. He, the good citizen-husband-father, could be wiped out between office and restaurant by the accident of a falling beam. He knew then that men died at haphazard like that, and lived only while blind chance spared them.
I came to Flitcraft via Oracle Night by Paul Auster, which includes a brief examination of the character and an expanded exploration of the idea.