I think I know what you're talking about but I believe (don't take my word for it) it's working as intended. The scenario power requires that you close the location after you defeat the henchman in order to permanently close it and not shuffle said henchman. However because Mokmurian is also present in the same location, it cannot be closed, scenario power is activated and Hill Giant Runeslave (this also goes for any other undefeated henchman in any other location of this scenario) will be shuffled back. I believe it will banish all other cards but leaves the deck with only 2 cards, the henchman and Mokmurian himself.
aznxknight's post in [1.1.4.3] Defeated Hill Giant Runeslave incorrectly shuffled back into deck with Villain after closing Location was marked as the answer