Dependent of the exact wording of the victory conditions, it´s general possible to do that.
The basic intention of "exit" victory banner has been specified in meantime with the new "Breakthrough" objective, but those rules are only applied
to newer scenarios. Here the player must move the unit in the movement phase off board, so they can´t battle and move off with an extra hex movement.
But all existing older scenarios are not automatic updated with this new rule, so the "old" style of play is still possible.
But if players agree, they can play all Exit victory conditions with the new "Breakthrough" rule.
My dice are the hell!