It seems that certain game modes in MK11 cannot be exited. When I was in the Tutorial mode it only gave an option to return to previous menus in between tutorials, for example. I was unable to pause and select an option to return to the main menu so I had to restart the game to get out of it. I also just had the same issue in the Krypt. I tried pressing every button on my Xbox One controller and it didn't give any option to exit out of the Krypt and return to the main menu so I ended up having to restart.