When do player characters leave turn-based action (i.e. initiative order) if they are in a hostile area?

In most circumstances, it is easy to determine when turn based combat ends:

  • One side is completely killed, unconscious or has fled
  • All parties declared truce

But when in a hostile area, like a Dungeon, do you end turn based action after each chamber with an encounter or do you stay in it for the whole crawl?

This is relevant because there are various effects in the game where you gain a bonus each time you roll initiative or depending on whether an enemy already acted.

As an example:

When you are in a dungeon or building completely filled with enemies and the PCs just cleared a room from enemies, but they don’t know whether there are enemies in the next room and if there are whether they have noticed the sounds of battle.

Do you keep them in round based action, because maybe the door opens and enemies enter? Or do you leave it and possible give away that there is no nearby danger or have to reroll initiative when enemies enter the room (and give them the corresponding bonuses).