In Defiance on the PC, PS3, and Xbox 360, the option to exit the game is kind of buried (for some reason) within multiple menus.
I’m not sure why they chose to do this, but what can you do besides just deal with it right?
On the console version, press Start and hit LT on Xbox 360 or L2 on PS3, and you’ll see an option for Log Out.
On the PC version, you should be able to just hit the O key to log out.