I dont know which server and with whom you play, over where i play(Ghallanda), in past months, i only recall maybe one incident of some one not making outside if they wanted. And i ran many shrouds during that time, with 4-5 chars.
As for reasons to complete. Without completing you get like 3 decent chances for large, after that you will be ransacked. While completing you have 2 more chances(total 3 per one run, including multiple shards and possibly amrath boot materials etc) AND a completion towards +3 tome/cleansing. You can keep running it even after ransack and roll for shards people put up, true.