For those of us who play poker, the common phrase "always have an out" is one of many from everyday life that makes us think of our favorite card game — even if the phrase didn't necessarily come from poker.
In non-poker life, the phrase suggests the need to have some sort of exit strategy whenever getting entangled in some less than comfortable spot. Meanwhile in poker we talk of "outs" in more tangible ways. And usually in the plural — as in, we don't want merely to have "an out" when we commit our chips, but lots of outs.