I identify with this very strongly. It's even stronger for me if the distance I have to travel is already 'extra': e.g. if I forget my train ticket I'd rather take a much slower bus than spend ten minutes walking back to the house because the latter I feel as intensely frustrating.
Its interesting because you don't just feel it at the point of being about to retrace your steps: you're aware of it as part of journey planning.
Picture a circular road on a map. Let's say that my office is at twelve o'clock, my home is at five o'clock, and the post office is at three o'clock.
Now, suppose I have to leave work, pick up a document at home, and take it to the post office to mail it. I know it's faster to walk clockwise home, passing the post office, and then return to it with the letter. But my gut preference is to go counterclockwise, either because of an aversion to retracing my steps, or because that route just ... feels "cleaner" or more efficient somehow, or ... I can't articulate it any better than that.
Does anyone else share this intuition? Is it a manifestation of one or more known/studied effects?