Though I think the chances of hitting a star, or any substantial body, if you head into space in some random direction are quite low -- not zero, but very close to zero.

Now, as for the "no abrupt boundary" issue: quite true, but surely it can be shown that there is an altitude above which no balloon that humans can realistically build could lift a human+capsule past that altitude!  :-)

But you *did* say "humorous objection", so perhaps