If you have the Modron Cube and you anger The Lady, you can warp to Rubikon and teleport somewhere. That way, you can do whatever and not be mazed.

And have you tried out your theory? Maybe the Modron cube doesn't work in the Maze. Actually I think that it only works in Sigil.

If you get a red portal thingie or talk to the modrons, you can leave.

As an aside, what is the point of the portal gem (the "red portal thingy") anyway, seeing as you can just talk to the engineer for the same effect? I just sold it asap.

Some people just want to use rubikon to warp, and it is quicker than the Modrons.