I believe that is how it's suppose to work. There are two copies of the Golden Temple. If you want to go to the one that lets you go outside to the monkey forests, you have to go to Thailand Floating Market from the World Tour NPC and walk to the Golden Temple from there. It's a little confusing but that's how to do it.

This is the original behaviour: the Golden Temple's left exit returns you to wherever you started your trip with Spinel (or Henesys if there's no record). Thailand's separate temple is reached on foot from the Floating Market, as Masamune said.