Moscow has a history of recalling anyone back, who they even slightly suspect of being compromised. If there's any evidence at all, that person would be interrogated and disposed of. So it was always a dangerous game, getting that recall notice. Do they think your cover has been blown and want to keep you out of prison, or are they going to stick you in a furnace while still alive? You don't know. If you don't follow the order, they'll have their answer and send someone for you.

At least, that's how it was in the 60's. That's as far back as declassification goes right now. That's how Oleg Penkovsky was disposed of, allegedly. Arrested and placed in a furnace, which was then turned on.