Do I need to do an exit interview or any special process with Korean immigration when leaving the country permanently?

Good news, there is no formal exit interview and Korea makes leaving simple. For a normal departure you just clear immigration at the airport like any traveler, with no separate exit procedure even if you are going for good; the one extra step is that you hand your residence card (ARC) back to the immigration officer when you leave for good (Immigration Control Act Art. 37). The real work is wrapping things up beforehand so you do not lose money or leave loose ends.

If you want your National Pension lump-sum refund, file the claim at an NPS branch within one month before your departure (bring your passport, ARC and flight ticket); if you ask for airport payment there, you collect the money at the NPS counter in Incheon Airport Terminal 1 on departure day, but the claim itself cannot be filed at the airport. Settle and close your utilities, phone contract, and any local taxes, and settle your final National Health Insurance, though keeping one bank account open can help if you are owed a pension or tax refund. If you rented, coordinate recovering your deposit (보증금) from your landlord, which can take timing. Since you return the ARC at departure, if you ever return long-term you would apply for a new one. Clear any unpaid taxes or fines, since outstanding debts can complicate a future entry. If you registered your address, note the move-out (전출) too. Do these in the week or two before your flight and the airport itself is a non-event.