You may be slightly confused in regards to leaving an offline game, online match or tutorial in Party Animals. To see how you can properly exit back to the main menu, you can take a look at this guide from Seeking Tech.
1. In the middle of gameplay, you first need to bring up the menu screen. This can be done by pressing the Esc key on the keyboard if you are playing on a PC.
If you are playing the game on an Xbox One, Xbox Series X or Xbox Series S, then you need to press the View button on the controller. This is the button with the two overlapping squares.
2. In the Menu screen, you can then select Leave Game if you are playing multiplayer or Leave Tutorial to quit the tutorial level.
If you are hosting a multiplayer match, then you can also leave by selecting Lobby Info from the menu screen. Afterwards, you can select the End Game option to exit back to the main menu.