Now I do not know of an official ruling, but in this instance my group has always practiced that retreat is not the same as return.
That is to say the rules are telling you, that you are to no longer occupy the same chamber/room as the monster, not that you must go back the way you came.
I have not played Dungeon! but I have played New Dungeon which was a precursor to that game.
We always played that retreat simply means you move out of the chamber/room you are in, in whatever direction you fancy.
To pretend for a moment: While you are fighting a monster you are moving all around. Who is to say you are on the same side of the room as you started and near the same door you entered through?