Multiple entries in recent plays list via explore mode

I accidentally entered explore mode just a moment ago. I quit, and the game unfortunately listed me as having quit on level 7, rather than how I actually died, which was a bummer, but not the point.

The point is that I was able to load that save back up again, quit again, and get a second entry on the recent play list. Every time I entered the game, it asked if I wanted to keep the save file (the one I entered explore mode in), and I typeed 'n' for "no", but the game didn't respond I was just permitted to continue exploring.

I assumed I could do this indefinitely, so I tried to load the save up a second time, but it's gone now. Not sure what happened there.