Hey there - it's because an H&C is actually an application to waive the requirement to apply for PR from outside of Canada. If you leave it will still be assessed however you're adding a consideration that perhaps you don't need a waiver at all and that you can apply from outside of Canada. Applications from outside of Canada have a greater focus on skills and education and job offers and, and, and whatever the specific landing categories require.
Also, there is this common question asked, "can I leave Canada..." when the real question should be, "will I be allowed back into Canada after leaving?" No one can guarantee entry to Canada for people without some sort of permanent residence. If you're trying to return because you have an open H&C application asserting that you can't leave then this is a picnic for the Officer to dine out on.
Exceptions? There is always the possibility for a well reasoned argument to do just what you mention successfully - to leave and return without any negative effect, but the risk is always there that you will completely blow it all by yourself by stepping out and not being able to step back in. So if one leaves is it au revoir, or is it adieu?
