One more question, why do you have to fight the monster if an Encounter in Another World or a Spell sends you back to Arkham early? The rule quoted there makes it seem that it doesn't matter how you return, if you return, you don't have to fight the monster, until the Movement phase of the next turn. Speaking of which, if you stay in a location do you have to Evade/Fight again? I vaguely recall that you only have to Evade/Fight when you leave or end movment on a place with a Monster?
2) You always fight/evade a monster when you try to leave a space or end your movement phase. Even if you don't move, you must still fight/evade a monster that you share a space with. Them's the rules.
1) Now back to your first question, this "free pass" is an exemption but it is only granted the same turn in which you return to Arkham. You typically move back to Arkham during Phase 2 which just so happens to coincide when you have to fight monsters. But you don't close gates until Phase 3. You have no time to prepare for a monster that might have appeared since you left 9like trading items with other investigators, etc.)
So this exemption was set up so you didn't feel like you wasted a couple turns exploring the OW just to get wasted by a monster when you return. And if you lose the battle, you also lose hald your Clue tokens. So this is a harsh penalty that will take you too many turns to recover.
But if you are sent back early due to an encounter, this happens in Phase 4, when you don't have to engage monsters for until the next turn. You now have a chance to react by timing turns to get a weapon to you or having another investigator fight the monster before you attempt a closer. Because you have other options, there is no need for this exemption.
Off the top of my head, items that send you back early, like Spells, are usually cast during the movement phase. So they fall under the "normal" movement back and grant the exemption.