Quite right, nothing stopping you starting the curve before you get to the exit and having the tracks "slewed" as you pass through. You just need to allow a little more on the loading gauge width there. That is essentially what I did when I set up my indoor - outdoor transition but for different reasons. You might try playing around with a transitional curve to get things to fit too. I've done that where there was no alternative, not ideal but it can be a way around.
However, I go with what others say, go as large as you can from the outset. But if you want a "for instance" (dangerous precedent being set here

) my Accucraft K-28, big wheelbase, with a rake of their J&S cars, long cars with a bit of an overhang and body mounted couplers, can just about make a 4' radius curve - but it's right on the limit. But it still needs the R5/6' switches minimum.
It's not just a loco's wheelbase one needs to consider when setting a curve radius standard for your line but how your couplings are mounted and the amount the overhangs of cars swing out and push the couplings' movements to their limit. There is a reason that LGB and suchlike have mostly truck mounted couplers , not body, on bogied stock and locos' tenders

Max