(I'm guessing you're the person who expressed the same question over on reddit, but just in case...)
It's possible that there's a bug in the mystery generator that generates a "dead end" mystery, but I've played through the game to the end many, many times, so my impression is that it would be rare occurrence even if there is such a bug. You probably should not be experiencing this multiple times in a row.
More likely, there's just some clue or hook you're missing. Be sure to search all the crypts, read all the books in the library (the "?" icons), talk to all the people, etc. Also, note that some locations may be injected into the list of locations when you find things, so be sure to check and re-check your locations. There are also items that show up in your inventory that might yield clues.