They want to stay and they want to find what they are looking for when they reach your web site. Similarly, the notion of perfect competition is flawed. There is no perfect competition on the web. In many ways, perfect competition on the web is a dot com lie. I would argue that competition is more restricted on the web than in meatspace .
Competition seems to be governed by usability, marketing, and actual value.
I hope that doesn't shock you. Therefore, the competition is not just a click away and customers are not looking for a way to get away from your site. They are there by choice and they are hunting for value. They have chosen to be there. And, you should minimize the cognitive dissonance of your customers.