I just had the same issue occur. Trying to temp close the Swallowtail Festival with Sajan, I found the goblin raider henchman and defeated it. The then game progressed as if I had found the henchman on a normal exploration with Sajan, ending his turn and moving to the next character. The villain remained where I had originally found him: on top of the Sandpoint Cathedral location deck.
Maybe relevant but probably not: the Swallowtail Festival was the third (iirc) location I was temp closing.