reactions always hold a weird place. They break up the traditional back-and-forth of all the other portions of the game, and need to respond to triggers common enough so that they are worth the card stock they are printed on. Refusing callouts, or leaving after a round of fighting should be common enough to qualify.
Any Port in a Storm essentially turns into movement. I expect most players will be paying the extra ghost rock cost to unboot upon arrival at their new location, because otherwise they might still be tracked down and called out.
If you are refusing a shootout or running from a shootout started on your opponent's turn, this will set up the next action to you, and at the location you want to be. Grab a bullet boost from Charlie's Place, get angry drunk at Cliff's #4 Saloon, go Shoppin' for some goods, or call out an interloper on your land.
and when your opponent looks at a full posse running a job and says "okay", you can leave yourself with at least one mobile piece on the board.