  Let $\mathbb{\hat{E}}$ be the upper expectation of a weakly compact but
non-dominated family $\mathcal{P}$ of probability measures. Assume that $Y$ is
a $d$-dimensional $\mathcal{P}$-semimartingale under $\mathbb{\hat{E}}$. Given
an open set $Q\subset\mathbb{R}^{d}$, the exit time of $Y$ from $Q$ is defined
by \[ {\tau}_{Q}:=\inf\{t\geq0:Y_{t}\in Q^{c}\}. \] The main objective of this
paper is to study the quasi-continuity properties of ${\tau}_{Q}$ under the
nonlinear expectation $\mathbb{\hat{E}}$. Under some additional assumptions on
the growth and regularity of $Y$, we prove that ${\tau}_{Q}\wedge t$ is
quasi-continuous if $Q$ satisfies the exterior ball condition. We also give the
characterization of quasi-continuous processes and related properties on
stopped processes. In particular, we get the quasi-continuity of exit times for
multi-dimensional $G$-martingales, which nontrivially generalizes the previous
one-dimensional result of Song.
