Hi Lachlan - welcome to the community!
What you’re looking for is often referred to as an ‘exit popup’. If you can code (or bribe a friend or colleague who does) this could probably be achieved with some javascript.
That being said, one of the reasons Unbounce doesn’t include this as a native feature is due to the fact that Google frowns upon any websites and landing pages that are difficult to enter or exit for the visitor, and a big part of this is exit-popups. Generally, you want to create the most user friendly experience possible for your visitors - and implementing this kind of functionality might just hinder that experience. I’d recommend taking a look at some of the functions Google frowns upon here.
Lastly, if any community members have experience with implementing this kind of feature on their pages, I’d love to hear what (if any) effect this had on your conversion rates.
Thanks Justin. This is very helpful!