Amy and Dan find themselves in quite a few sticky situations, usually involving them being trapped with no way out. Or at least, it seems like there's no way out at first glance.
The first instance of this is when Grace's mansion catches fire while Amy and Dan are in the secret library. Amy thinks to herself, "If she were Grace, she would never make a secret room with only one exit" (5.89). Later, when pursued by the man in black at the Franklin Institute, "Amy looked around nervously for another way out" (8.127). And, finally, they get cornered by thugs in France: "There was no alley. No exit. They were trapped" (14.108).
What's the deal with all these dead ends? Well, for one, part of any good adventure story is putting the heroes in a seemingly impossible situation. Utilizing quick wits and ingenuity, they find their way out.
But it also says something about their characters. As orphans stuck under the tyrannical rule of their Aunt Beatrice, Amy and Dan have been stuck in a corner for their entire lives. It makes sense that they would always have their eyes peeled for a way out.