In some cases there are short sales where the offer has not been approved yet and you can be in escrow. In fact if you submitted an offer prior to 4/30 you may want to open escrow in order to qualify for the federal tax credit. Now I am not an attorney and do not know if the contract was accepted by the seller but not the lender before 4/30 and you somehow got lender acceptance and closed before 6/30 if you would still qualify for the credit but I think you would.
In other cases don’t confuse opening escrow with starting contingencies or being able to get your deposit back. I have seen plenty of cases where it is opened and other cases where it is not. I do not see any major problem with it being opened or not. Your deposit can be returned from you the minute you back out for any reason at all.
Agreed with you that if the agent is not returning calls to reconsider as that is not cool.