The locations for the exhibit halls lets you go from the museum hall to the exhibit hall but then how do you come back out? Are those movement directions allowed in both directions? I probably missed it but it doesn't seem right that you would get stuck in an exhibit hall unless there is some kind of forced text requiring you to stay.

Anyone else get tripped up by this?

The Exhibit Halls all have the connection symbols that locations use to show you which locations they are adjacent to. Just use those as normal.