Upon re-reading of the rules I see I got this one wrong.

Deleted out of embarrassment.

Would it actually gain you any speed given that you effectively lose a turn of movement when you exit the terrain?

For example, in your illustration it would be one turn to move into the terrain, then one turn to exit it (using a [shift] given the orientation of the unit shown) and then one turn to charge.

Someone pop this bubble...

There still is advantage to entering terrain. Come out any direction you want, depending how the round went. If your unit has a march or shift on the modifier dial, you do that move.