@Flopsy
Having spent a
lot of time with this mechanic when working on
Inverse Lemmings, the easiest way to fix this behaviour when you don't want it to happen is to include a vertical wall of at least 5 pixels at the point that you want the lemmings to turn around and carry on swimming the other way.
If all points of the slope are equal to or less than 4 vertical pixels, the lemming will continue to descend until they reach the bottom of the water trigger, at which point they will transition to faller. In the case of your level, the bottom of the water is at the edge of the level and so the lemming falls straight off the edge immediately after exiting from the trigger area.
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To address Dullstar's point about design costs, it's easy enough to re-imagine the layout of that part of a level, and it helps to reinforce to players that a descending swimmer must hit a solid vertical wall of at least 5 pixels in order to turn around rather than continuing to descend through the water's trigger.
The question of whether the behaviour is reasonable or expected has already been addressed at length long before its implementation, but another point that perhaps wasn't raised even then would be that if the lemming reaches the bottom of a mid-air water trigger, they have reached air and no longer have any water beneath them to support their weight. Since lemmings (probably) weigh more than air, they should fall.
I also agree with Proxima here, and am obviously very strongly in favour of the behaviour having suggested it in the first place. As far as I can tell, it was accepted mostly due to it making physical sense generally rather than due to its proclivity towards being used for upside-down water.