This happened to me once. Its a bad feeling. The game isn't that hard so the exp and loot you get from it, isn't important, but my PRIDE AND RESPECT WAS GONE!
Holy shit. This exact same thing happened to me last week, but it was Akihiko telling me to chase after it. I also ran right past one of those super level-boosting clocks, too. ;o;
They look to be way easier in this remake, in the og P3 (Also P3P and FES) we had no clue if there would be one, and if it ran away the bastard would vanish.