Sorry, that's not accurate. If you have a premium class BP from an arriving CX flight (or OW Emerald status if arriving CX Y) you're perfectly entitled to use the arrivals lounge. The distinction with a transit is merely that there's no need to do so as you can effectively use The Wing as an arrivals lounge.

Not sure why there's any need for enigma around leaving the departures area. The first time I did so I merely asked one of the helpful CX lounge staff who directed me to the nearest exit point (admittedly, it wouldn't have been easy to find without the info provided). A layover of more than a few hours makes you perfectly justified to leave the airport through this less orthodox route.