That needs some qualification. When you do the starter mission, you can indeed leave the starter zone and land at a station and refuel there too before going back into the newb zone and completing the mission. I've done it several times. Every time I start, I go straight to Chambo to scan the system there on the way to Dromi to deliver the first mission. I'm not sure what the factor is that prevents you going back. I heard that it's if you've been promoted in any rank.It's a starting shield for newbs. Big sharks can't go in the starter systems to avoid seal clubbing. And once you leave the safe haven, you can't go back. Watch your back out there now, Commander.
PS: yes that means that delivery mission will fail - you can abandon it now.