Firstly, thank you for asking! If something isn't clear I'm grateful for the chance to fix it.
Secondly, Yes, the game is completely over once every player has taken the Escape action. Note that it says in the Setup section that the game ends when everyone escapes. To expand on that, once a single player escapes, think of it as that player fleeing to safety, essentially bailing on the rest of the party to fend for themselves. The consequence of escaping though is that said player can no longer search for gems while the other players can keep going.
But yeah once the game ends, that's it really. You take note of your collective score as a party's highscore of sorts or of your individual scores if you want to distinguish a winner. At that point, the typical idea is to go again to try get a better score. That said, by all means if you wanna do another delve into the same dungeon, you could, just following the necessary setup steps and see if ye can complete the whole dungeon, combining scores from the first time round as you go. I'll be honest, I never thought of that scenario until now and I'm tempted to add it but it probably would mean doing up a second page. Let me know if you think I should.
Lastly thank you for trying it. Hope it was easy enough to get going, had the intended Shadowdark vibes and most of all that ye enjoyed yourselves. Sincerely, thank you for playing my game :)