Go back and watch the vid again...but listen to the dev comments. I just watched it again and I still get the same impression as I did at first. One of the end comments set that feeling...Nothing about exit to menu though.
And yeah, in space stations, i can see that happening. On planets, presume you will be able to get out of your ship anywhere and be directly outside your ship, otherwise it would make exploring on foot in the black impossible.
"If you want to continue with the ship gameplay...that's fine. If you want to play on foot gameplay, you can do that...If you want to play a combination of both in ship and on foot, that's great." Not a direct quote but that was the gist of it.
That describes 2 separate game modes with an option of one or t'other, not one organic game mode where both are combined...as in Star Citizen combined. I'm not on about walking around in ships, we know that's unlikely.