I actually think that’s a really helpful out of office message? I appreciate how clear it is about who to contact in which circumstance (so you’re not having to do the awkward dance of trying to track down the right people while not inconveniencing the wrong ones), while maintaining a friendly-but-firm boundary around the vacationing person’s time (since none of the options include things like “here’s my cell phone number!”).
“We went to New Zealand and I informed everyone in my [out of office] that I was ‘bungee jumping in Queenstown’, which seemed like what I should do in Queenstown,” the reader said.

Please accept our apology for the inconvenience this may cause. We are thankful for your understanding.
Then there was the occasional one who would do what Alison mentioned with the sickness excuses, and create a tale that read like a police report: “I must miss my deadline because, on the night of August 12, my 45-year-old sister was alone in her house when an intruder entered. He was a 6’1″ caucasian male wearing a black balaclava and carrying a candlestick. As my sister approached him, with the dog barking around her heels, she heard a distant car crash which led her to have a fatal … etc.” (This is not an actual excuse I received, just similar in detail to some of those that were submitted.) These ones I was pretty sure were a writing exercise, requiring time and effort that could have been put to better use on the actual assignment they had been given.