it is better to be on the ground wishing you were in the air than in the air wishing you were on the ground.
That phrase, straight out of the CAA "safety" seminars, is merely a good excuse for p*ss poor training, nothing else.
In reality, once airborne, you have loads of options - including turning back.
Unless you departed into OVC002 0300 +TSRA or similar in which case you got what you asked for.