Have you checked if you can just unpause the game after the interrupting event's concluded? It's hard to tell and a bit un-intuitive, but if you can still see a progress bar over the map button in the bottom right, it usually means your task can be continued just by unpausing the game's time with the play button at the top right or its shortcut (which I think is spacebar by default). I know the first few times I did, instead, right-click on a person or object, starting the task completely anew instead of actually letting the player character complete the one they'd set out on originally.
I do feel the game should tell you in its tutorial that random events happening while you're doing something else don't really cancel your original task and just automatically leave the game's time progression paused when they're over, assuming this design choice isn't going to be overturned eventually.
