Soooo ...
If an Investigator goes to, say, the Train Station and - for the sake of argument - gets an encounter that makes them go to the Dreamlands, have one encounter then return ... and that encounter turns out to be "A Monster Appears!" and that monster turns out to be a Nightgaunt and they lose to it but there are no open gates to the Dreamlands ...
Hrrr??
Does the Nightgaunt bring them back to Arkham and then drop them through an open gate to a different Other World (at there time there being only one open gate in play on The Unnamable leading to The Plateau Of Leng)? And does the Investigator then return to the Train Station as per the original encounter? Or do you treat it as if there were no open gates in play - conceptually that's just too far for a Nightgaunt to carry you and your Sedanette anyway!