When clearing all 4 wings of Naxx it immediately teleports you to Sapphiron’s room when clicking on the end teleportation stone at whichever wing you cleared last.
If you wipe and zone back into Naxx, after clearing all the wings, then it immediately teleports you into Sapphiron’s room as well.
Which makes the rest of the instance in-accessible to clear the other trash / collect frozen runes.