Companions lost on death in same room as other explorers
The rules as written do seem to imply you have to leave the room and re-enter. However I agree with you that this is silly - the spirit of the rules as I read them is that the lost companion gloms on to the first available explorer. So to resolve the ambiguity I would house-rule the relevant section:


  If another explorer enters the room or starts their turn in the room, he or she gains custody of that companion.


Or if you prefer more instantaneous glomming,


  If one or more other explorers are already in the room, the next in turn order gains custody of that companion immediately. Otherwise, the next explorer to enter the room does.