The hourglass is a countdown timer, and it's very unforgiving. Regardless of whether you plan to explore on your turn, time passes. More exploration tends to lead to more success, but there are times you need to save some resources for later.
One reason might be the state of your hand or deck. If you have a scourge, you might want to wait for Kyra to come over and remove it before rushing ahead.
Another reason to cease exploration is so you can realign your party near the end of the game. If you just need someone to guard the Cell in case you find the villain, there's a risk that they can't get out when you need them to. Take the time to set your strategy, especially if you have plenty of turns to burn. Of course, the biggest disasters often occur shortly after someone says, "We've got plenty of turns left."