That’s right, if you don’t reach your Objective, you keep rolling encounters until you eventually locate your Objective or reach 4 setbacks (at which point the delve fails).
I ended up adding other things you can find in an area; and that the clue you find when rolling a resultution could lead to more areas, backtracking, or even another delve sight.
This is really nice, and totally in the spirit of the source videogame. I think it's fantastic doing back-tracking, rolling for extra encounters in the previously visited room. So the past room aren't turn "empty" after the first visit, but they are enriched by following exploration and journey.