I started working my way through a monster zoo. I got down to 14 monsters left before I decided to take a break and try out a wizardlands code I found earlier. So I went into my pocket dimension, hacked and slashed through the wizardland and exited out to the main dungeon... only to find the game no longer thought I was in a monster zoo! When I killed the rest of the monsters in it, I didn't get a reward Hopefully this is reproducable because I no longer have an appropriate save.
Technically not a bug, pocket dimension and wizardlands count as different floors. So it's just like if you went up or downstairs.