Upon cancelling an expedition before starting one, the Burrow Researcher takes back the grimoire page key item and returns your traded Grimoire item (Avidity Grimoire, for example). However, the dialog says "Oh, so you want to abandon your current expedition? Fine. Here's your grimoire page back." (with "grimoire page" written in the blue key item text). It should say "Here's your Avidity Grimoire back." with the green normal item text (or whichever other grimoire you had traded to him), as he actually takes the grimoire page back from you, and then returns the original Grimoire.