Even on a quest. If the MacGuffin is in an unknown location -- quite plausible if it's an object -- shooting out from a home base, or several home bases as they move about, would be entirely logical, either to search, or more likely to find locations that might have knowledge about where they could search. The characters might still have to go as a band rather than radiate, for reasons of safety, or so they can set out at once when they find the knowledge, or even because they have only one notion at a time. And if they are chasing a character, particularly one who doesn't know they are following, things can get interesting if they can pass like ships in the night, especially if he's not following a set route so they can't wait for him.
Non-Euclidean geography can do the same effect. Alice does some loops, in dreamland geography. (In Wonderland. In Through the Looking Glass, of course, she goes in a straight line for most of it.) Could be enormously frustrating for the character. This could apply to looking for a MacGuffin in an unknown location, too. And the plot does have to move forward. But that could be finessed.
But working round and round can solve some plot problems, which is a good thing, since my muse seems to love sending my characters circling around locations again and again in the course of a story.