Perhaps I was too much to call if "a must"
More precisely in an UI 2 things can be qualified as confort (in my mind I would use the word quality) :
1/ Being able to cancel a complete sequence
2/ Being able to go back on a bad choice
2 examples :
1/ I enter in a sex event and I discover the girl is a virgin. I want to stop the sex event for now and I'll see later (gameplay/immersion)
2/ I want to change an opinion, I select a category and see the options are not the ones I look for. I would return to the choice of the category (you can't as soon as you entered in the category and see the list of items)
Evidently it can be doable only before any data is changed, I don't ask for some sort of rollback.