Just tested that a little bit. Leave will take you from an indoor room to an outdoor room, whether or not a door is there. I tested an indoor room that had n/s exits to the outside, and landed n 100% of the time in like 10 tries. I suspect it prefers directions in the order N/E/S/W, but that's just a little hunch.
Leave would not work in this case I believe, because all the rooms around Blarg are indoors.