On R'lyeh Road, you can not use "Byakhee Return"—an item that allows you to return to Shinjuku while inside a layer—nor can you use "Byakhee Warp"—an item that allows you to warp to places that you've been to before. You can only return to the 1st Floor by using the "Chaos Corridor" warp points that are set on each floor.
If an Astral is defeated in a battle on R'lyeh Road, they become "Chaotic" and cannot be purified from the tablet. Be careful, because Chaotic Astrals can only be purified by Keziah.
When continuing on to the next floor on R'lyeh Road, you are evaluated on things such as the number of enemies you've defeated, or how many steps you've taken. The higher the evaluation is, the more Karma you will receive. You can earn huge amounts of karma.