Is there anyway to leave a space station without your ship?

The only 2 ways I've tried so far don't work.

1. Walking, you can walk all the way to the end of the runway (right word?), but there's a wall at the end
2. Surfing, if you stand on a ship once it's landed, it wont take off with you on top, and it appears when the ships are flying they don't have a hitbox.

Only other thing I can think of is to try and glitch out, but I've not come across anywhere to do that yet.

There is now. I don't remember if it was part of Pathfinder or Next, but there's a teleporter that allows you to travel between other teleporters (Space Stations and ones you can build in your own bases).

I believe you need to reach a certain point in the storyline to unlock the teleportation network.

Not exactly what you were asking, but if you're looking for space walks in general, one way is to fall off of a frigate. Not sure if freighters and frigate fleets existed before NEXT, but at least as of NEXT, you can fall off of a frigate landing pad after you land on it (which will kill you via cold damage in just a few seconds).