Writing about the volta, the turn, in sonnets, Phillis Levin, in the introduction to The Penguin Book of the Sonnet, states, “Though the poet will sometimes seem to ignore the volta, its absence can take on meaning, as well…”
This can be true, as well, for poems other than sonnets. Sometimes, the lack of a significant turn is a vital part of a poem. In Thomas Hardy’s “The Shadow on the Stone,” a variation on the “turn-to-another structure,” the refusal to turn lies at the heart of the poem: the speaker in Hardy’s poem will not make the mistake that Orpheus did, and turn to the beloved. It’s a great poem–check it out.
Structure & Surprise 
You remind me of many tales from antiquity in which turning back is transgression: not just Orpheus, but Lot’s wife. It might be interesting to do almost an Auerbach-style juxtaposition of the two stories like with “Odysseus’ Scar.”
Of course, you’re right, Jared! Thanks for this reminder (the preacher’s kid says, blushing…).