"Never use early exits" is tantamount to saying "never study programming languages deeply enough to understand control-flow graphs". That's not simply a good rule of thumb, it's a terrifying omission. I would suggest that early exists are simply a matter of taste and never using them is the crutch that keeps junior developers junior.

Data are on my side here: a quick perusal of the Quake 3, the Linux kernel, the Clojure runtime, and LevelDB show that Carmack, Torvalds, Hickey, and Dean all use them where appropriate.