I'm positive I've heard of people travelling outside NZ on a WP. Perhaps it's the type of WP you have. There is such a thing as a multi-entry WP which allows you to go in and out. It would be a bit unrealistic of INZ to think that someone with, say, a 3-year WP might not, at some point, need to leave NZ.
If you have PR and want to travel out of NZ, your PR is cancelled but you have a Returning Resident's Visa in your passport that allows you to come back in and have your PR re-instated.
It's annoying that I can't find that item I spotted yesterday where it said about travelling out of NZ and returning on a WP. I'm in and out of so many site they all become a blur in the end

.